Determination of weights for an optimal credit rating model based on default and nondefault distance maximization
Guotai Chi,Kunpeng Yuan, Ying Zhou and Lingling Gong
| Year of publication: |
2020
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|---|---|
| Authors: | Chi, Guotai ; Yuan, Kunpeng ; Zhou, Ying ; Gong, Lingling |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 14.2020, 4, p. 65-87
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| Subject: | credit rating | optimal indicator weight | discrimination of default status | multiobjective program | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2020.230 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014336043