Efficient frontier cutoff policies in credit portfolios.
R. M. OliverE. WellsPublished in: J. Oper. Res. Soc. (2001)
Keyphrases
- efficient frontier
- data envelopment analysis
- multiple objective linear programming
- linear program
- multiple criteria
- decision makers
- multi objective
- credit scoring
- optimal policy
- input output
- linear programming
- portfolio selection
- multiobjective optimization
- multi objective optimization
- multi criteria
- neural network
- fuzzy logic
- artificial intelligence