A Monte Carlo-Based Framework for Two-Stage Stochastic Programming: Application to Bond Portfolio Optimization

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Publicat a:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Autor principal:	Hissah, Albaqami
Altres autors:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
Publicat:	MDPI AG
Matèries:	Sample size Monte Carlo simulation Integer programming Investments Random variables Bond portfolios Sample variance Optimization techniques Decision making Optimization Approximation Linear programming Mixed integer Interest rates Expected values Stochastic programming
Accés en línia:	Citation/Abstract Full Text + Graphics Full Text - PDF
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