A comprehensive model for managing credit risk on home mortgage portfolios

Decision Sciences

Volumn 27, Issue 2, 1996, Pages 291-317

  Smith, L Douglas ^a   Sanchez, Susan M ^a   Lawrence, Edward C ^a  

^a UNIVERSITY OF MISSOURI ST LOUIS   (United States)

Author keywords

Decision Support Systems; Financial Models; Forecasting; Logit Modeling; Markov Processes Chains; Risk Analysis

Indexed keywords

EID: 0030486477     PISSN: 00117315     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-5915.1996.tb01719.x     Document Type: Article

References (14)

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