Large-scale loan portfolio selection
We consider the problem of optimally selecting a large portfolio of risky loans, such as mortgages, credit cards, auto loans, student loans, or business loans. Examples include loan portfolios held by financial institutions and fixed-income investors as well as pools of loans backing mortgage- and a...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Institute for Operations Research and Management Sciences
2016
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