Multi-objective Evolutionary Algorithms for the Risk-return Trade-off in Bank Loan Management

DOI10.1111/1475-3995.00375zbMath1038.91055OpenAlexW2158406371MaRDI QIDQ4806832

Amrit P. Mathur, Amitabha Mukerjee, Kalyanmoy Deb, Rita Biswas

Publication date: 23 June 2003

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1475-3995.00375

zbMATH Keywords

multi-objective optimizationgenetic algorithmsinternational bankingbank capital standards

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Case-oriented studies in operations research (90B90)

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