Some properties of the maximum loss on loan portfolios
Year of publication: |
2024
|
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Authors: | Vörös, József |
Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 32.2024, 1, p. 155-176
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Subject: | Loans | Maximum loss | Optimization | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditgeschäft | Bank lending | Kreditrisiko | Credit risk |
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