Optimization strategies in credit portfolio management
type: Item
instance of: scholarly article
title: Optimization strategies in credit portfolio management
zbMATH Open document ID: 1169.90452
author: Benjamin Ivorra
author: Bijan Mohammadi
author: Angel Manuel Ramos
published in: Journal of Global Optimization
publication date: 2009-07-13T00:00:00Z
full work available at URL: 2007optimization-06.pdf
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5577749
zbMATH Keywords: credit portfolio management
zbMATH Keywords: risk measure
zbMATH Keywords: global optimization
zbMATH Keywords: genetic algorithm
zbMATH Keywords: semi-deterministic algorithm
describes a project that uses: GOP
MaRDI profile type: Publication
OpenAlex ID: W1999493078
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DOI: 10.1007/S10898-007-9221-6
description: scientific article; zbMATH DE number 5577749