Optimization strategies in credit portfolio management

Bijan Mohammadi () and Benjamin Ivorra
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Bijan Mohammadi: I3M - Institut de Mathématiques et de Modélisation de Montpellier - UM2 - Université Montpellier 2 - Sciences et Techniques - UM - Université de Montpellier - CNRS - Centre National de la Recherche Scientifique

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Date: 2009
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Published in Journal of Global Optimization, 2009, 43 (2), pp.415-427. ⟨10.1007/s10898-007-9221-6⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00385730

DOI: 10.1007/s10898-007-9221-6

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