Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Schlottmann, Frank ; Seese, Detlef |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Pareto-efficient portfolio structures | constrained portfolio management | hybrid method | multi-objective evolutionary algorithm | local search | credit risk | downside risk | computational complexity |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 78 |
| Classification: | G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages ; G31 - Capital Budgeting; Investment Policy ; G33 - Bankruptcy; Liquidation |
| Source: |
Persistent link: https://www.econbiz.de/10005345395