Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period

DOI10.1007/s10479-021-04300-zzbMath1498.91404OpenAlexW3207752738MaRDI QIDQ2171338

Ki Taek Park, So Young Sohn, Hyejeong Yang

Publication date: 8 September 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04300-z

zbMATH Keywords

goal programmingmultiple objective programminganalytics in banking

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Cites Work

• Instance-based credit risk assessment for investment decisions in P2P lending
• Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization
• Preface: Analytical models for financial modeling and risk management
• Multi-objective Evolutionary Algorithms for the Risk-return Trade-off in Bank Loan Management

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