Modelling credit risk with scarce default data : on the suitability of cooperative bootstrapped strategies for small low-default portfolios
Raquel Florez-Lopez and Juan Manuel Ramon-Jeronimo
| Year of publication: |
2014
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|---|---|
| Authors: | Florez-Lopez, Raquel ; Ramon-Jeronimo, Juan Manuel |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 3, p. 416-434
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| Subject: | risk | credit scoring | small data sets | cooperative models | class imbalance | specification error | Kreditrisiko | Credit risk | Theorie | Theory | Kreditwürdigkeit | Credit rating | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach | Genossenschaftsbank | Cooperative bank | KMU | SME |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010251689