{"id":"https://openalex.org/W1999493078","doi":"https://doi.org/10.1007/s10898-007-9221-6","title":"Optimization strategies in credit portfolio management","display_name":"Optimization strategies in credit portfolio management","publication_year":2007,"publication_date":"2007-08-03","ids":{"openalex":"https://openalex.org/W1999493078","doi":"https://doi.org/10.1007/s10898-007-9221-6","mag":"1999493078"},"language":"en","primary_location":{"id":"doi:10.1007/s10898-007-9221-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10898-007-9221-6","pdf_url":null,"source":{"id":"https://openalex.org/S115925768","display_name":"Journal of Global Optimization","issn_l":"0925-5001","issn":["0925-5001","1573-2916"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Global Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://eprints.ucm.es/id/eprint/14535/1/2007optimization-06.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091717334","display_name":"Benjam\u00edn Ivorra","orcid":"https://orcid.org/0000-0002-0536-7149"},"institutions":[{"id":"https://openalex.org/I121748325","display_name":"Universidad Complutense de Madrid","ror":"https://ror.org/02p0gd045","country_code":"ES","type":"education","lineage":["https://openalex.org/I121748325"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Benjamin Ivorra","raw_affiliation_strings":["Departamento de Matem\u00e1tica Aplicada, Universidad Complutense de Madrid, Plaza de Ciencias no 3, Madrid, 28040, Spain","Departamento de Matem\u00e1tica Aplicada, Universidad Complutense de Madrid, Madrid, Spain 28040"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departamento de Matem\u00e1tica Aplicada, Universidad Complutense de Madrid, Plaza de Ciencias no 3, Madrid, 28040, Spain","institution_ids":["https://openalex.org/I121748325"]},{"raw_affiliation_string":"Departamento de Matem\u00e1tica Aplicada, Universidad Complutense de Madrid, Madrid, Spain 28040","institution_ids":["https://openalex.org/I121748325"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5104976625","display_name":"Bijan Mohammadi","orcid":null},"institutions":[{"id":"https://openalex.org/I19894307","display_name":"Universit\u00e9 de Montpellier","ror":"https://ror.org/051escj72","country_code":"FR","type":"education","lineage":["https://openalex.org/I19894307"]},{"id":"https://openalex.org/I4210142014","display_name":"Institut Montpelli\u00e9rain Alexander Grothendieck","ror":"https://ror.org/044kxby82","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I19894307","https://openalex.org/I4210141950","https://openalex.org/I4210142014"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Bijan Mohammadi","raw_affiliation_strings":["Mathematics and Modelling Institute, Montpellier University, Montpellier, 34095, France","Mathematics and Modelling Institute, Montpellier University, Montpellier, France 34095#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematics and Modelling Institute, Montpellier University, Montpellier, 34095, France","institution_ids":["https://openalex.org/I19894307","https://openalex.org/I4210142014"]},{"raw_affiliation_string":"Mathematics and Modelling Institute, Montpellier University, Montpellier, France 34095#TAB#","institution_ids":["https://openalex.org/I19894307"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017589630","display_name":"\u00c1ngel Ramos","orcid":"https://orcid.org/0000-0002-7882-0725"},"institutions":[{"id":"https://openalex.org/I121748325","display_name":"Universidad Complutense de Madrid","ror":"https://ror.org/02p0gd045","country_code":"ES","type":"education","lineage":["https://openalex.org/I121748325"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Angel Manuel Ramos","raw_affiliation_strings":["Departamento de Matem\u00e1tica Aplicada, Universidad Complutense de Madrid, Plaza de Ciencias no 3, Madrid, 28040, Spain","Departamento de Matem\u00e1tica Aplicada, Universidad Complutense de Madrid, Madrid, Spain 28040"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departamento de Matem\u00e1tica Aplicada, Universidad Complutense de Madrid, Plaza de Ciencias no 3, Madrid, 28040, Spain","institution_ids":["https://openalex.org/I121748325"]},{"raw_affiliation_string":"Departamento de Matem\u00e1tica Aplicada, Universidad Complutense de Madrid, Madrid, Spain 28040","institution_ids":["https://openalex.org/I121748325"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2190,"currency":"EUR","value_usd":2780},"apc_paid":null,"fwci":2.368,"has_fulltext":false,"cited_by_count":28,"citation_normalized_percentile":{"value":0.88704771,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"43","issue":"2-3","first_page":"415","last_page":"427"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9965000152587891,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9883999824523926,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6691053509712219},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6493052244186401},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5307526588439941},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.5231032371520996},{"id":"https://openalex.org/keywords/relevance","display_name":"Relevance (law)","score":0.5217936038970947},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5154710412025452},{"id":"https://openalex.org/keywords/point","display_name":"Point (geometry)","score":0.5003354549407959},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.5000507831573486},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.4908212125301361},{"id":"https://openalex.org/keywords/global-optimization","display_name":"Global optimization","score":0.4276207983493805},{"id":"https://openalex.org/keywords/meta-optimization","display_name":"Meta-optimization","score":0.42232850193977356},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.4104993939399719},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3183034658432007},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1063273549079895},{"id":"https://openalex.org/keywords/project-management","display_name":"Project management","score":0.07664716243743896}],"concepts":[{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6691053509712219},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6493052244186401},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5307526588439941},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5231032371520996},{"id":"https://openalex.org/C158154518","wikidata":"https://www.wikidata.org/wiki/Q7310970","display_name":"Relevance (law)","level":2,"score":0.5217936038970947},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5154710412025452},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.5003354549407959},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.5000507831573486},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.4908212125301361},{"id":"https://openalex.org/C164752517","wikidata":"https://www.wikidata.org/wiki/Q5570875","display_name":"Global optimization","level":2,"score":0.4276207983493805},{"id":"https://openalex.org/C4935549","wikidata":"https://www.wikidata.org/wiki/Q6822261","display_name":"Meta-optimization","level":3,"score":0.42232850193977356},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.4104993939399719},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3183034658432007},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1063273549079895},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.07664716243743896},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/s10898-007-9221-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10898-007-9221-6","pdf_url":null,"source":{"id":"https://openalex.org/S115925768","display_name":"Journal of Global Optimization","issn_l":"0925-5001","issn":["0925-5001","1573-2916"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Global Optimization","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.469.8215","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.469.8215","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://eprints.ucm.es/14535/1/2007optimization-06.pdf","raw_type":"text"},{"id":"pmh:oai:HAL:hal-00385730v1","is_oa":false,"landing_page_url":"https://hal.science/hal-00385730","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Global Optimization, 2009, 43 (2), pp.415-427. ⟨10.1007/s10898-007-9221-6⟩","raw_type":"Journal articles"},{"id":"pmh:oai:dnet:eprintscompl::58ff60f7e38fa7646e0333c28d049adb","is_oa":true,"landing_page_url":"https://eprints.ucm.es/id/eprint/14535/1/2007optimization-06.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:www.ucm.es:14535","is_oa":true,"landing_page_url":"https://eprints.ucm.es/14535/1/2007optimization-06.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400298","display_name":"Library Open Repository (Universidad Complutense Madrid)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I121748325","host_organization_name":"Universidad Complutense de Madrid","host_organization_lineage":["https://openalex.org/I121748325"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:dnet:eprintscompl::58ff60f7e38fa7646e0333c28d049adb","is_oa":true,"landing_page_url":"https://eprints.ucm.es/id/eprint/14535/1/2007optimization-06.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.5199999809265137,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W105785986","https://openalex.org/W1026353804","https://openalex.org/W1546924179","https://openalex.org/W1599179390","https://openalex.org/W1602773783","https://openalex.org/W1639032689","https://openalex.org/W1976583166","https://openalex.org/W1994392184","https://openalex.org/W1995945562","https://openalex.org/W2019291268","https://openalex.org/W2069803825","https://openalex.org/W2075637146","https://openalex.org/W2108459241","https://openalex.org/W2119436275","https://openalex.org/W2152150600","https://openalex.org/W2157285137","https://openalex.org/W2182804290","https://openalex.org/W2803254519","https://openalex.org/W2904250082","https://openalex.org/W3124407081","https://openalex.org/W4241861175"],"related_works":["https://openalex.org/W1988325824","https://openalex.org/W2571293944","https://openalex.org/W2376200467","https://openalex.org/W2334259501","https://openalex.org/W2015869608","https://openalex.org/W3148322751","https://openalex.org/W2377941745","https://openalex.org/W2564248808","https://openalex.org/W1971866155","https://openalex.org/W4285216906"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":5},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":3}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}