Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence

DOI10.1142/9789811202391_0057zbMath1451.91213OpenAlexW3085136939MaRDI QIDQ5139477

Cheng-Few Lee, Lie-Jane Kao

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0057

zbMATH Keywords

goal programmingdiscriminatory powercredit-scoring modelexplanatory powerMINIMAX goal programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Credit risk (91G40)

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