Selecting an optimal portfolio of consumer loans by applying the state preference approach

DOI10.1016/j.ejor.2004.01.011zbMath1067.90083OpenAlexW2003856709MaRDI QIDQ704085

Francesco M. Paris

Publication date: 12 January 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.01.011

zbMATH Keywords

BankingConsumer loansPortfolio theoryProbability distributionState preference theory

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic models in economics (91B70)

Related Items

Contract design when quality is co-created in a supply chain ⋮ Large-Scale Loan Portfolio Selection ⋮ Objective comparisons of the optimal portfolios corresponding to different utility functions

Cites Work

• Options and Efficiency
• On the Application of Portfolio Theory to Depository Financial Intermediaries