Selecting an optimal portfolio of consumer loans by applying the state preference approach

DOI10.1016/J.EJOR.2004.01.011MaRDI QIDQ704085zbMATHOpenAlexFDO

Authors Francesco M. Paris

Publication date 12 January 2005

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2004.01.011

zbMATH Keywords

Portfolio theoryBankingConsumer loansProbability distributionState preference theory

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic models in economics (91B70)

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Cites work

• On the Application of Portfolio Theory to Depository Financial Intermediaries
• Options and Efficiency

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