Fuzzy Decision Fusion Approach for Loss-Given-Default Modeling

European Journal of Operational Research, Volume 262, Issue 2, 16 October 2017, Pages 780-791

Author(s):

Abdolreza Nazemi

School of Economics and Business Engineering, Karlsruhe Institute of Technology, Germany

Farnoosh Fatemi Pour

Departments of Computer and Electrical Engineering, Ferdowsi University of Mashhad, Iran

Konstantin Heidenreich

School of Economics and Business Engineering, Karlsruhe Institute of Technology, Germany

Frank J. Fabozzi

EDHEC Business School, Nice, France

European Journal of Operational Research, Volume 262, Issue 2, 16 October 2017, Pages 780-791

Type: Academic publication
Date: le 16/10/2017
Research Cluster : Finance
Source : European Journal of Operational Research

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