Efficient frontier cutoff policies in credit portfolios

Journal of the Operational Research Society

Volumn 52, Issue 9, 2001, Pages 1025-1033

  Oliver, R M ^a   Wells, E ^a  

^a Fair Isaac and Company Inc   (United States)

Author keywords

Credit scoring; Cutoff policies; Efficient frontiers; Risk management

Indexed keywords

DECISION SUPPORT SYSTEMS; GRAPHIC METHODS; MARKETING; MATHEMATICAL MODELS; RISK ASSESSMENT; RISK MANAGEMENT;

CREDIT SCORING; CUTOFF POLICIES;

OPERATIONS RESEARCH;

EID: 0035448269     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2601216     Document Type: Article

References (8)

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