Pages that link to "Item:Q2480237"
From MaRDI portal
The following pages link to Credit risk optimization using factor models (Q2480237):
Displaying 12 items.
- Optimization strategy of credit line management for credit card business (Q337050) (← links)
- Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management (Q893042) (← links)
- On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (Q998291) (← 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)
- NORTA for portfolio credit risk (Q2288893) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- OPTIMAL CREDIT RATINGS (Q3521605) (← links)
- Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis (Q5139575) (← links)
- (Q5399859) (← links)
- Credit risk analysis using boosting methods (Q6115491) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)