Efficient frontier cutoff policies in credit portfolios
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Publication:4658491
DOI10.1057/palgrave.jors.2601216zbMath1181.91327OpenAlexW1966296364MaRDI QIDQ4658491
Robert M. Oliver, Elliot Wells
Publication date: 16 March 2005
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601216
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