scientific article; zbMATH DE number 2151385

zbMATH Open1095.91020MaRDI QIDQ4660871FDOQ4660871

Authors: Frank Schlottmann, Michael Lesko, Stephan Vorgrimler, Detlef Seese 

Publication date: 4 April 2005

Title of this publication is not available (Why is that?)

Recommendations

• A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
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zbMATH Keywords

hybrid approachmulti-objective functionCreditRisk\(^+\) model

Mathematics Subject Classification ID

Portfolio theory (91G10) Credit risk (91G40)

Cited In (7)

• Multi-objective Evolutionary Algorithms for the Risk-return Trade-off in Bank Loan Management
• Credit risk analysis of mortgage loans: An application to the Italian market
• Discovery of Risk-Return Efficient Structures in Middle-Market Credit Portfolios
• Credit portfolio risk and asset price cycles
• Title not available (Why is that?)
• A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
• Risk-return optimization of the bank portfolio

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