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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307846
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