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Risks Management. A Propensity Score Application

Author

Listed:
  • Constangioara Alexandru

    (University of Oradea, Faculty of Economic Sciences)

Abstract

Risk management is relatively unexplored in Romania. Although Romanian specialists dwell on theoretical aspects such as the risks classification and the important distinction between risks and uncertainty the practical relevance of the matter is outside existing studies. Present paper uses a dataset of consumer data to build a propensity scorecard based on relevant quantitative modeling.

Suggested Citation

  • Constangioara Alexandru, 2008. "Risks Management. A Propensity Score Application," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 4(1), pages 173-175, May.
  • Handle: RePEc:ora:journl:v:4:y:2008:i:1:p:173-175
    as

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    File URL: http://steconomice.uoradea.ro/anale/volume/2008/v4-management-marketing/028.pdf
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    References listed on IDEAS

    as
    1. Wiginton, John C., 1980. "A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(3), pages 757-770, September.
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    More about this item

    Keywords

    risk management; cantitative management;

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General

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