AR値、AUC最適化による信用リスク計測の精度向上 (特集クレジット投資と構造変化)

AR値、AUC最適化による信用リスク計測の精度向上

(特集クレジット投資と構造変化)

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Material Type: 記事
Title: AR値、AUC最適化による信用リスク計測の精度向上
Author/Editor: 山下智志
Series Title: 特集クレジット投資と構造変化
Author Heading: 山下智志
Periodical title: Mizuho pension report = みずほ年金レポート
No. or year of volume/issue: (94) 2010.11・12
Issue: 94
Pages: 24～38
Publication date of volume/issue (W3CDTF): 2010
Publication (Periodical Title): 東京 : みずほ年金研究所
Place of Publication (Country Code): JP
Text Language Code: jpn
NDLC: ZD18
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z71-H284
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 10935845
http://id.ndl.go.jp/bib/10935845
Bibliographic Record Category (NDL): 632