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Journal of the Operational Research Society Volume 65, 2014 - Issue 3: Special Issue: Credit Risk Modelling
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Special Issue Paper

Optimal ROE loan pricing with or without adverse selection

B V OliverSandia CorporationAlbuquerqueUSA
&
R M OliverUniversity of CaliforniaBerkeleyUSACorrespondence[email protected] [email protected]
Pages 435-442 | Received 01 Jan 2012, Accepted 01 May 2012, Published online: 21 Dec 2017

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Jonathan Crook & David Edelman. (2014) Special issue credit risk modelling. Journal of the Operational Research Society 65:3, pages 321-322.
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Articles from other publishers (3)

So Yeon Chun & Miguel A. Lejeune. (2020) Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. Management Science 66:8, pages 3735-3753.
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Robert M. Oliver. (2013) Financial performance measures in credit scoring. EURO Journal on Decision Processes 1:3-4, pages 169-185.
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So Yeon Chun & Miguel Lejeune. (2016) Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. SSRN Electronic Journal.
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