Efficient frontier cutoff policies in credit portfolios

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Publication:4658491

DOI10.1057/PALGRAVE.JORS.2601216zbMATH Open1181.91327OpenAlexW1966296364MaRDI QIDQ4658491FDOQ4658491


Authors: Robert M. Oliver, Elliot Wells Edit this on Wikidata


Publication date: 16 March 2005

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601216




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