TY  - JOUR
AU  - Ivorra, Benjamín Pierre Paul
AU  - Mohammadi, Bijan
AU  - Ramos Del Olmo, Ángel Manuel
PY  - 2009
DO  - 10.1007/s10898-007-9221-6
SN  - 0925-5001
UR  - https://hdl.handle.net/20.500.14352/49798
T2  - Journal of Global Optimization.
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...
LA  - eng
M2  - 415
PB  - Springer
KW  - Credit portfolio management
KW  - Risk measure
KW  - Global optimization
KW  - Genetic algorithm
KW  - Semi-deterministic algorithm
TI  - Optimization strategies in credit portfolio management
TY  - journal article
VL  - 43
ER  -