A Hybrid Heuristic Approach to Discrete Multi-Objective Optimization of Credit Portfolios. Schlottmann, F. & Seese, D. Computational Statistics & Data Analysis, 47(2):373--399, September, 2004.
bibtex   
@article{Schlottmann04,
   author = {Frank Schlottmann and Detlef Seese},
   title = {A {H}ybrid {H}euristic {A}pproach to
   {D}iscrete {M}ulti-{O}bjective {O}ptimization
   of {C}redit {P}ortfolios},
   journal = {Computational Statistics \& Data Analysis},
   volume = {47},
   number = {2},
   pages = {373--399},
   month = {September},
   year = {2004}
}

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