Optimization strategies in credit portfolio management
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Publication:1029683
DOI10.1007/s10898-007-9221-6zbMath1169.90452OpenAlexW1999493078MaRDI QIDQ1029683
Benjamin Ivorra, Angel Manuel Ramos, Bijan Mohammadi
Publication date: 13 July 2009
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://eprints.ucm.es/14535/1/2007optimization-06.pdf
global optimizationgenetic algorithmrisk measurecredit portfolio managementsemi-deterministic algorithm
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