Selecting an optimal portfolio of consumer loans by applying the state preference approach-Reference-Cited by-同舟云学术

Selecting an optimal portfolio of consumer loans by applying the state preference approach

Published:2005-05 Issue:1 Volume:163 Page:230-241
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Paris Francesco M.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference25 articles.

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4. Borio, C.V., 1984. A test on the mean–variance model of bank behaviour on Italian data, Greek Economic Review

5. Brealey, R.A., Hodges, S.D., Selby, M.J.P., 1981. The risk of bank loan portfolios, paper presented at the XVI Annual Conference of the Western Finance Association, Jackson Hole

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