Optimal ROE loan pricing with or without adverse selection
B. V. Oliver and R. M. Oliver
| Year of publication: |
2014
|
|---|---|
| Authors: | Oliver, B. V. ; Oliver, R. M. |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 3, p. 435-442
|
| Subject: | risk-based pricing | loan pricing | risk scores | response scores | banking | finance | Theorie | Theory | Adverse Selektion | Adverse selection | Kreditgeschäft | Bank lending | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Preismanagement | Pricing strategy | Kredit | Credit | Zins | Interest rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010251685