Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolio. Schlottmann, F. and Seese, D. In Proceedings of the 8th International Conference of the Society for Computational Economics. Computing in Economics and Finance, Aix-en-Provence, France, June, 2002. bibtex @inproceedings{Schlottmann02,
author = {Frank Schlottmann and Detlef Seese},
title = {Hybrid multi-objective evolutionary computation of
constrained downside risk-return efficient sets for credit portfolio},
booktitle = {Proceedings of the 8th International Conference of the
Society for Computational Economics. Computing in Economics and Finance},
address = {Aix-en-Provence, France},
month = {June},
year = {2002}
}