Credit selection in collateralized loan obligation: efficient approximation through linearization and clustering (Q7233164)

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scientific article; zbMATH DE number 8190394
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    Credit selection in collateralized loan obligation: efficient approximation through linearization and clustering
    scientific article; zbMATH DE number 8190394

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      Credit selection in collateralized loan obligation: efficient approximation through linearization and clustering (English)
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      24 April 2026
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      portfolio optimization
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      OR in banking
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      mixed-integer nonlinear programming
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      collateralized loan obligation
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