"Efficient frontier cutoff policies in credit portfolios."

Robert M. Oliver, E. Wells (2001)

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DOI: 10.1057/PALGRAVE.JORS.2601216

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type: Journal Article

metadata version: 2023-09-28

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Robert M. Oliver, E. Wells:
Efficient frontier cutoff policies in credit portfolios. J. Oper. Res. Soc. 52(9): 1025-1033 (2001)

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