Selecting credit rating models : a cross-validation-based comparison of discriminatory power
Marc Ryser; Stefan Denzler
| Year of publication: |
2009
|
|---|---|
| Authors: | Ryser, Marc ; Denzler, Stefan |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 23.2009, 2, p. 187-203
|
| Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Mathematische Optimierung | Mathematical programming | Empirische Methode | Empirical method | Deutschland | Germany |
| 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/10003889886