Efficient frontier cutoff policies in credit portfolios (Q4658491)

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scientific article; zbMATH DE number 2146754
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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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