Loan origination decisions using a multinomial scorecard

DOI10.1007/s10479-015-1799-3zbMath1348.91252OpenAlexW1964117966MaRDI QIDQ338917

Lu Gao, Kanshukan Rajaratnam, Peter A. Beling

Publication date: 7 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-015-1799-3

zbMATH Keywords

portfolio optimizationconsumer loanscredit scoring decisionsmultinomial scorecards

Mathematics Subject Classification ID

Portfolio theory (91G10) Credit risk (91G40)

Cites Work

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