%0 Journal Article
%A Ivorra, Benjamín Pierre Paul
%A Mohammadi, Bijan
%A Ramos Del Olmo, Ángel Manuel
%T Optimization strategies in credit portfolio management
%D 2009
%@ 0925-5001
%U https://hdl.handle.net/20.500.14352/49798
%X This paper focuses on the application of an original global optimization algorithm, based on the hybridization between a genetic algorithm and a semi-deterministic algorithm, for the resolution of various constrained optimization problems for realistic credit portfolios. Results are analyzed from a financial point of view in order to confirm their relevance.
%~