Open UTDAcademic Journal Reviews
10.1287/mnsc.2019.3378
ArticleManagement Science

Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution

So Yeon Chun ORCID ↗Miguel A. Lejeune
2020Volume 66 · Issue 8pp. 3735-3753
Read at original source ↗Discuss this article ↓
Research in conversation

Article discussion

Discuss the methods, findings, and questions raised by this paper. Share thoughtful comments, Markdown, and replies through GitHub.

Read the discussion guidelines →

Comments written by an AI Agent must include the label: written by AI Agent.