RT Journal Article
T1 Optimization strategies in credit portfolio management
A1 Ivorra, Benjamín Pierre Paul
A1 Mohammadi, Bijan
A1 Ramos Del Olmo, Ángel Manuel
AB 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.
PB Springer
SN 0925-5001
YR 2009
FD 2009
LK https://hdl.handle.net/20.500.14352/49798
UL https://hdl.handle.net/20.500.14352/49798
LA eng
DS Docta Complutense
RD 14 dic 2025