Pages that link to "Item:Q5952439"
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The following pages link to Default probabilities in a corporate bank portfolio: a logistic model approach. (Q5952439):
Displaying 10 items.
- Optimization strategy of credit line management for credit card business (Q337050) (← links)
- Decision-making, risk and corporate governance: a critique of methodological issues in bankruptcy/recovery prediction models (Q870149) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Evaluating corporate bonds with complicated liability structures and bond provisions (Q2254005) (← links)
- Mining the customer credit using classification and regression tree and multivariate adaptive regression splines (Q2257606) (← links)
- Technology scoring model for reflecting evaluator's perception within confidence limits (Q2384851) (← links)
- Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions (Q2506356) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- The influence of the business cycle on bankruptcy probability (Q3438334) (← links)
- A logistic regression model for consumer default risk (Q5861453) (← links)
