Portfolio Optimization Under Credit Risk.
Rudi ZagstJan KehrbaumBernd SchmidPublished in: Comput. Stat. (2003)
Keyphrases
- portfolio optimization
- credit risk
- risk analysis
- risk management
- credit risk evaluation
- financial data
- stock market
- evaluation method
- credit scoring
- stock exchange
- portfolio selection
- stock price
- factor analysis
- problems involving
- exchange rate
- optimization methods
- robust optimization
- fraud detection
- bi objective
- credit card
- neural network
- evaluation model
- machine learning
- support vector machine svm
- decision makers
- support vector machine