How Can We Combine Loans into Balanced Loan Portfolios?.
The paper presented in this video, from the field of financial mathematics, addresses the problem of building optimal loan portfolios and develops a novel computational method to do so even if with an infinite number of loans. The new tool was tested on a data-set of 120 million mortgage loans, and...
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| Format: | Electronic Video |
| Language: | English |
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Latest Thinking,
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