Ivorra, Benjamín Pierre PaulMohammadi, BijanRamos Del Olmo, Ángel Manuel2023-06-202023-06-2020090925-500110.1007/s10898-007-9221-6https://hdl.handle.net/20.500.14352/49798This 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.engjournal articlehttp://www.springerlink.com/openurl.asp?genre=journal&issn=0925-5001open access519.853Credit portfolio managementRisk measureGlobal optimizationGenetic algorithmSemi-deterministic algorithmInvestigación operativa (Matemáticas)1207 Investigación Operativa