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Kogan et al., 2010 - Google Patents

Combinatorial methods for constructing credit risk ratings

Kogan et al., 2010

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Document ID
16923242968544221015
Author
Kogan A
Lejeune M
Publication year
Publication venue
Handbook of quantitative finance and risk management

External Links

Snippet

This study uses a novel combinatorial method, the Logical Analysis of Data (LAD), to reverse- engineer and construct credit risk ratings, which represent the creditworthiness of financial institutions and countries. The proposed approaches are shown to generate transparent …
Continue reading at www.academia.edu (PDF) (other versions)

Classifications

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