Optimization strategies in credit portfolio management.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/jgo/IvorraMR09
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dcterms:
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dc:
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https://dblp.l3s.de/d2r/resource/authors/Angel_Manuel_Ramos
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dc:
creator
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https://dblp.l3s.de/d2r/resource/authors/Benjamin_Ivorra
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dc:
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https://dblp.l3s.de/d2r/resource/authors/Bijan_Mohammadi
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http://dx.doi.org/doi.org%2F10.1007%2Fs10898-007-9221-6
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DBLP journals/jgo/IvorraMR09
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DOI doi.org%2F10.1007%2Fs10898-007-9221-6
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dcterms:
issued
2009
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swrc:
journal
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Optimization strategies in credit portfolio management.
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https://dblp.l3s.de/d2r/resource/authors/Bijan_Mohammadi
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swrc:
number
2-3
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swrc:
pages
415-427
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rdfs:
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dc:
subject
Credit portfolio management; Risk measure; Global optimization; Genetic algorithm; Semi-deterministic algorithm
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dc:
title
Optimization strategies in credit portfolio management.
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43
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