scientific article; zbMATH DE number 1981778

MaRDI QIDQ4426067zbMATH OpenFDO

Authors Uwe Depczynski

Publication date 16 September 2003

zbMATH Keywords

financial portfolioshybrid algorithmValue-at-Risk

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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(4)

• Optimization strategies in credit portfolio management
• VNS approach for solving a financial portfolio design problem
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• A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios

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