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Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios



Informationen zum Vortrag

Datum: 28. Juni 2002
Titel: Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios
Referent: Frank Schlottmann

Veranstaltung:
Name: Computing in Economics and Finance
Ort: Aix-en-Provence, France
Veranstalter: Society for Computational Economics
Land: EA

Forschungsgruppe: Komplexitätsmanagement