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

DOI10.1016/J.EJOR.2004.01.011zbMATH Open1067.90083OpenAlexW2003856709MaRDI QIDQ704085FDOQ704085

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

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zbMATH Keywords

Portfolio theoryBankingConsumer loansProbability distributionState preference theory

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (4)

• Objective comparisons of the optimal portfolios corresponding to different utility functions
• Contract design when quality is co-created in a supply chain
• Title not available (Why is that?)
• Large-Scale Loan Portfolio Selection

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