Title of article
A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
Author/Authors
Frank Schlottmann، نويسنده , , Detlef Seese، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
27
From page
373
To page
399
Keywords
Credit-Value-At-Risk , Portfolio creditrisk , Constrained Pareto-e2cient portfolio , Hybrid heuristic approach , local search , Multi-Objective evolutionary Algorithm
Journal title
Computational Statistics and Data Analysis
Serial Year
2004
Journal title
Computational Statistics and Data Analysis
Record number
307846
Link To Document