"Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal ..."

So Yeon Chun, Miguel A. Lejeune (2020)

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DOI: 10.1287/MNSC.2019.3378

access: closed

type: Journal Article

metadata version: 2020-09-05

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So Yeon Chun, Miguel A. Lejeune:
Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. Manag. Sci. 66(8): 3735-3753 (2020)

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