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The counterparty risk exposure of ETF investors
Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - In: Journal of banking & finance 102 (2019), pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
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Loss functions for Loss Given Default model comparison
Hurlin, Christophe; Leymarie, Jérémy; Patin, Antoine - In: European journal of operational research : EJOR 268 (2018) 1, pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
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Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Dumitrescu, Elena; Hué, Sullivan; Hurlin, Christophe; … - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1178-1192
Persistent link: https://www.econbiz.de/10013263050