Optimization strategies in credit portfolio management

Journal of Global Optimization

Volumn 43, Issue 2-3, 2009, Pages 415-427

  Ivorra, Benjamin ^a   Mohammadi, Bijan ^b   Ramos, Angel Manuel ^a  

^a UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

^b UNIV MONTPELLIER   (France)

Author keywords

Credit portfolio management; Genetic algorithm; Global optimization; Risk measure; Semi deterministic algorithm

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; DECISION MAKING; FINANCIAL DATA PROCESSING; GENETIC ALGORITHMS; GLOBAL OPTIMIZATION; INVESTMENTS; OPTIMIZATION; RISK ASSESSMENT;

CONSTRAINED OPTIMIZATION PROBLEMS; CREDIT PORTFOLIO MANAGEMENT; GENETIC ALGORITHM; GLOBAL OPTIMIZATION ALGORITHMS; OPTIMIZATION STRATEGIES; RISK MEASURE; SEMI-DETERMINISTIC ALGORITHM;

CONSTRAINED OPTIMIZATION;

EID: 59449094429     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-007-9221-6     Document Type: Article

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