Multivariate credit portfolio management using cluster analysis
Stefan Klotz and Andreas Lindermeir
| Year of publication: |
2015
|
|---|---|
| Authors: | Klotz, Stefan ; Lindermeir, Andreas |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 2, p. 145-163
|
| Subject: | Data mining | Cluster analysis | Credit portfolio management | Risk and return | Clusteranalyse | Portfolio-Management | Portfolio selection | Data Mining | Kreditrisiko | Credit risk | Theorie | Theory | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| 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/10010513360