Fuzzy decision fusion approach for loss-given-default modeling
Abdolreza Nazemi, Farnoosh Fatemi Pour, Konstantin Heidenreich, Frank J. Fabozzi
| Year of publication: |
16 October 2017
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| Authors: | Nazemi, Abdolreza ; Pour, Farnoosh Fatemi ; Heidenreich, Konstantin ; Fabozzi, Frank J. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 262.2017, 2 (16.10.), p. 780-791
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| Subject: | Risk management | Loss-given-default modeling | Fuzzy rule-based model | Macroeconomic variables | Corporate bonds | Fuzzy-Set-Theorie | Fuzzy sets | Risikomanagement | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011798945