Optimization strategies in credit portfolio management

Journal article

Peer reviewed

Bijan Mohammadi and Benjamin Ivorra

Journal of Global Optimization, Vol.43(2), pp.415-427

2009

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Title: Optimization strategies in credit portfolio management
Creators - without role: Bijan Mohammadi - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
Benjamin Ivorra - Universidad Complutense de Madrid
Publication Details: Journal of Global Optimization, Vol.43(2), pp.415-427
Identifiers: 9942794009311
Academic Unit: Institut Montpelliérain Alexander Grothendieck - IMAG
Language: English
Resource Type: Journal article
Local Fields: hal-00385730