ML-QuantSubscribe

RePEcPortfolio & Allocation

Multi-Level Optimisation for Loan Portfolios

The paper introduces a model for optimizing loans across four retail asset classes, considering regulatory and capital constraints, and compares the optimized portfolio to the original for potential benefits.

Featured in No. 56 on 10 Jul 2024 · on release day

Released
10 Jul 2024
First featured
No. 56 · 10 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
20
Identifier
RePEc:ids:ijicbm:v:32:y:2024:i:2:p:164-186

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page