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