DefaultRisk.com the web's biggest credit risk modeling resource.

Credit Jobs

Home Glossary Links FAQ / About Site Guide Search
pa_corr_01


Submit Your Paper

In Rememberance: World Trade Center (WTC)

doi> search: A or B

Export citation to:
- HTML
- Text (plain)
- BibTeX
- RIS
- ReDIF

Stevenson, Bruce G. and Michael W. Fadil, "Modern Portfolio Theory: Can it Work for Commercial Loans?", Commercial Lending Review, Vol. 10, No. 2, (Spring 1995), pp. 4-12.

Introduction: Investment professionals have long used modern portfolio theory to reduce risk through diversification. In this article, Bruce G. Stevenson and Michael W. Fadil optimize an actual portfolio of 1,400 syndicated loans to show how MPT can work for commercial loans.