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A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics

Singh, Arti; Dharmaraja, Selvamuthu - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 102-119

Persistent link: https://www.econbiz.de/10011862377

Determination of weights for an optimal credit rating model based on default and nondefault distance maximization

Chi, Guotai; Yuan, Kunpeng; Zhou, Ying; Gong, Lingling - In: The journal of risk model validation 14 (2020) 4, pp. 65-87

Persistent link: https://www.econbiz.de/10014336043

The effects of holding nonfarm related financial assets on risk-adjusted farm income

Betubiza, Eustacius N. - In: Journal of agricultural and applied economics 26 (1994) 2, pp. 565-579

Persistent link: https://www.econbiz.de/10001183780

Impact of credit on paddy farm production and income : a comparative study of Tanjong Karang and Beranang

Abdul Aziz Abdul Rahman - In: The Malaysian journal of agricultural economics 7 (1990), pp. 1-21

Persistent link: https://www.econbiz.de/10001148419

Preference disaggregation methodology in segmentation problems : the case of financial distress

Zopounidis, Constantin - In: New operational approaches for financial modelling, (pp. 417-439). 1997

Persistent link: https://www.econbiz.de/10001299201

Application of genetic programming to finance and operations management

Kleinau, Peer Bruno Paul - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001876095

A literature review on the application of evolutionary computing to credit scoring

Marqués, A. I.; García Marzá, V. Domingo; Sánchez, J. S. - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1384-1399

Persistent link: https://www.econbiz.de/10009788624

The portfolio heuristic optimisation system (PHOS)

Loukeris, N.; Eleftheriadis, I.; Livanis, E. - In: Computational economics 48 (2016) 4, pp. 627-648

Persistent link: https://www.econbiz.de/10011713087

Application of a rule extraction algorithm family based on the Re-RX algorithm to financial credit risk assessment from a Pareto optimal perspective

Hayashi, Yoichi - In: Operations research perspectives 3 (2016), pp. 32-42

Historically, the assessment of credit risk has proved to be both highly important and extremely difficult. Currently, financial institutions rely on the use of computer-generated credit scores for risk assessment. However, automated risk evaluations are currently imperfect, and the loss of vast...

Persistent link: https://www.econbiz.de/10011822744

An extended likelihood framework for modelling discretely observed credit rating transitions

Pfeuffer, Marius; Möstel, Linda; Fischer, Matthias - In: Quantitative finance 19 (2019) 1, pp. 93-104

Persistent link: https://www.econbiz.de/10012194622