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Large-Scale Loan Portfolio Selection - MaRDI portal

Large-Scale Loan Portfolio Selection (Q2957455)

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scientific article
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Large-Scale Loan Portfolio Selection
scientific article

    Statements

    title
    Large-Scale Loan Portfolio Selection (English)
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    author
    Justin A. Sirignano
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    Gerry Tsoukalas
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    Kay Giesecke
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    publication date
    26 January 2017
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    zbMATH Keywords
    loan portfolio
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    approximate optimization
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    weak convergence
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    asymptotic approximation
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    cites work

    Identifiers

    zbMATH DE Number
    6678412
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    OpenAlex ID
    W3124033288
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