|
Título:
|
Optimization strategies in credit portfolio management
|
|
Autores:
|
Ivorra, Benjamin ;
Mohammadi, Bijan ;
Ramos del Olmo, Ángel Manuel
|
|
Tipo de documento:
|
texto impreso
|
|
Editorial:
|
Springer, 2009
|
|
Dimensiones:
|
application/pdf
|
|
Nota general:
|
info:eu-repo/semantics/openAccess
|
|
Idiomas:
|
|
|
Palabras clave:
|
Estado = Publicado
,
Materia = Ciencias: Matemáticas: Investigación operativa
,
Tipo = Artículo
|
|
Resumen:
|
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.
|
|
En línea:
|
https://eprints.ucm.es/id/eprint/14535/1/2007optimization-06.pdf
|
