Similar Search Results

Regulatory capital decisions in the Context of consumer loan portfolios

Rajaratnam, Kanshukan; Beling, Peter; Overstreet, George - In: Journal of the Operational Research Society : OR 68 (2017) 7, pp. 847-858

Persistent link: https://www.econbiz.de/10011775815

Loan origination decisions using a multinomial scorecard

Gao, Kelly; Rajaratnam, Kanshukan; Beling, Peter - In: Optimization models with economic and game theoretic …, (pp. 199-210). 2016

Persistent link: https://www.econbiz.de/10011533551

A comparison of neural networks and linear scoring models in the credit union environment

Desai, Vijay S.; Crook, Jonathan N.; Overstreet, George A. - In: European Journal of Operational Research 95 (1996) 1, pp. 24-37

Persistent link: https://www.econbiz.de/10005253890

Effects of limit order book information level on market stability metrics

Paddrik, Mark; Hayes, Roy; Scherer, William T.; Beling, … - In: Journal of economic interaction and coordination : JEIC 12 (2017) 2, pp. 221-247

Persistent link: https://www.econbiz.de/10011878650

Generative adversarial networks for data augmentation and transfer in credit card fraud detection

Langevin, Alex; Cody, Tyler; Adams, Stephen; Beling, Peter - In: Journal of the Operational Research Society 73 (2022) 1, pp. 153-180

Persistent link: https://www.econbiz.de/10012872896

A novel equity valuation and capital allocation model for use by long-term value-investors

Rajaratnam, Myuran; Rajaratnam, Bala; Rajaratnam, Kanshukan - In: Journal of Banking & Finance 49 (2014) C, pp. 483-494

We present a novel asset pricing model that captures the investment wisdom and stock-selection approach of the long-term value-investors Benjamin Graham and Warren Buffett. Taking a longer term view of business prospects and business risks, we explicitly consider the time period in which a...

Persistent link: https://www.econbiz.de/10011118059

A theoretical model for the term structure of corporate credit based on competitive advantage

Rajaratnam, Bala; Rajaratnam, Kanshukan; Rajaratnam, Myuran - In: European financial management : the journal of the … 23 (2017) 2, pp. 183-210

Persistent link: https://www.econbiz.de/10011713438

Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test

Noakes, Michael A.; Rajaratnam, Kanshukan - In: Optimization models with economic and game theoretic …, (pp. 273-300). 2016

Persistent link: https://www.econbiz.de/10011533679

A comparative analysis of Aggregational Gaussianity across different market capitalisations for JSE-listed shares and indices

Kruger, Ryan; Huang, Chun-Sung; Rajaratnam, Kanshukan; … - In: African finance journal 21 (2019) 2, pp. 24-35

Persistent link: https://www.econbiz.de/10012316626