Reverse-engineering country risk ratings: A combinatorial non-recursive model

Annals of Operations Research

Volumn 188, Issue 1, 2011, Pages 185-213

  Hammer, P L ^a   Kogan, A ^b   Lejeune, M A ^c  

^a the State University of New Jersey   (United States)

^b RUTGERS UNIVERSITY   (United States)

^c GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

Combinatorial optimization; Country risk; Credit risk; Logical analysis of data; Rating

Indexed keywords

EID: 79960836448     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-009-0529-0     Document Type: Article

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