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An Applied Credit Scoring Model and ...

Castro, Esther.

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An Applied Credit Scoring Model and Christian Mutual Funds Performance.

Record Type:	Electronic resources : Monograph/item
Title/Author:	An Applied Credit Scoring Model and Christian Mutual Funds Performance./
Author:	Castro, Esther.
Description:	97 p.
Notes:	Source: Dissertation Abstracts International, Volume: 77-08(E), Section: A.
Contained By:	Dissertation Abstracts International77-08A(E).
Subject:	Finance. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10035957
ISBN:	9781339541334

An Applied Credit Scoring Model and Christian Mutual Funds Performance.
Castro, Esther.

An Applied Credit Scoring Model and Christian Mutual Funds Performance. - 97 p.

Source: Dissertation Abstracts International, Volume: 77-08(E), Section: A.

Thesis (Ph.D.)--University of New Orleans, 2015.

This dissertation comprises two different financial essays. Essay 1, "An Applied Credit Score Model," uses data from local credit union to predict the probability of default. Due to recent financial crisis regulation has been enacted that makes it essential to develop a probability of default model that will mitigate charge-off losses. Using discriminant analysis and logistic regression this paper will attempt to see how well credit score can predict probability of default. While credit score does an adequate job at classifying loans, misclassification of loans can be costly. Thus while credit score is a predictor, there is danger in relying solely on its information. Thus other variables are needed in order to more accurately be able to find the probability of default. Essay 2, "Christian Mutual Fund Performance," draws attention to a much ignored type of funds, Christian mutual funds. The following questions are asked: How does Christian mutual fund perform compared to the market? Is there a difference in performance during recessions as indicated by literature? Is Christian mutual fund performance different than SRI funds? How do Catholic and Protestant fund perform? Looking at qualitative evidence, Christian mutual funds place much more importance on moral issue than SRI funds. Thus there is a clear difference in objectives and the type of screening that these two mutual fund pursue. Overall data reflects that screened data perform worse than the market, however during recession screened funds perform as well and at times better than the market. Christian mutual funds tends to perform worse than SRI funds.

ISBN: 9781339541334Subjects--Topical Terms:

542899
Finance.

An Applied Credit Scoring Model and Christian Mutual Funds Performance.
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100 1 $a Castro, Esther. $3 3194768
245 1 3 $a An Applied Credit Scoring Model and Christian Mutual Funds Performance.
300 $a 97 p.
500 $a Source: Dissertation Abstracts International, Volume: 77-08(E), Section: A.
500 $a Adviser: Mohammad Kabir Hassan.
502 $a Thesis (Ph.D.)--University of New Orleans, 2015.
520 $a This dissertation comprises two different financial essays. Essay 1, "An Applied Credit Score Model," uses data from local credit union to predict the probability of default. Due to recent financial crisis regulation has been enacted that makes it essential to develop a probability of default model that will mitigate charge-off losses. Using discriminant analysis and logistic regression this paper will attempt to see how well credit score can predict probability of default. While credit score does an adequate job at classifying loans, misclassification of loans can be costly. Thus while credit score is a predictor, there is danger in relying solely on its information. Thus other variables are needed in order to more accurately be able to find the probability of default. Essay 2, "Christian Mutual Fund Performance," draws attention to a much ignored type of funds, Christian mutual funds. The following questions are asked: How does Christian mutual fund perform compared to the market? Is there a difference in performance during recessions as indicated by literature? Is Christian mutual fund performance different than SRI funds? How do Catholic and Protestant fund perform? Looking at qualitative evidence, Christian mutual funds place much more importance on moral issue than SRI funds. Thus there is a clear difference in objectives and the type of screening that these two mutual fund pursue. Overall data reflects that screened data perform worse than the market, however during recession screened funds perform as well and at times better than the market. Christian mutual funds tends to perform worse than SRI funds.
590 $a School code: 0108.
650 4 $a Finance. $3 542899
650 4 $a Banking. $2 bicssc $3 1557594
650 4 $a Religion. $3 516493
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710 2 $a University of New Orleans. $3 1019084
773 0 $t Dissertation Abstracts International $g 77-08A(E).
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856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10035957