Pages that link to "Item:Q2957455"
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The following pages link to Large-Scale Loan Portfolio Selection (Q2957455):
Displaying 14 items.
- Securitization of financial assets: approximation in theory and practice (Q702480) (← links)
- Selecting an optimal portfolio of consumer loans by applying the state preference approach (Q704085) (← links)
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- Operational research and artificial intelligence methods in banking (Q2106712) (← links)
- Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period (Q2171338) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Credit risk optimization using factor models (Q2480237) (← links)
- Online Risk Monitoring Using Offline Simulation (Q3386770) (← links)
- (Q3456057) (← links)
- (Q4518931) (← links)
- Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4607058) (← links)
- The performance of bank portfolio optimization (Q6146623) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)
- Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6612334) (← links)