Concepedia
Statistics
Publications
7
Citations
428
H-Index
Active since
2001
Affiliations
University of Cyprus(Current)
Brunel University of London
Norbert Jobst is an author at University of Cyprus specializing in finance, financial economics, and credit risk.
Publications per year
2001–2005
Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
Norbert Jobst, M.D. Horniman, C. Lucas et al. · Quantitative Finance · 2001 · 240 citations
Business, Economics, Finance +17
Integrating market and credit risk: A simulation and optimisation perspective
Norbert Jobst, Gautam Mitra, Stavros A. Zenios · Journal of Banking & Finance · 2005 · 63 citations
Management, Finance, Risk Management +14
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios
Norbert Jobst, Stavros A. Zenios · The Journal of Risk Finance · 2001 · 42 citations
Business, Finance, Risk Management +17
On the simulation of portfolios of interest rate and credit risk sensitive securities
Norbert Jobst, Stavros A. Zenios · European Journal of Operational Research · 2003 · 26 citations
Tracking bond indices in an integrated market and credit risk environment
Norbert Jobst, Stavros A. Zenios · Quantitative Finance · 2003 · 26 citations
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