Efficient frontier cutoff policies in credit portfolios (Q4658491): Difference between revisions

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Latest revision as of 20:15, 19 March 2024

scientific article; zbMATH DE number 2146754
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English
Efficient frontier cutoff policies in credit portfolios
scientific article; zbMATH DE number 2146754

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    Efficient frontier cutoff policies in credit portfolios (English)
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    16 March 2005
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    credit scoring
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    efficient frontiers
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    cutoff policies
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    risk management
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