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

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Cyhoeddwyd yn:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Prif Awdur:	Hissah, Albaqami
Awduron Eraill:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
Cyhoeddwyd:	MDPI AG
Pynciau:	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
Mynediad Ar-lein:	Citation/Abstract Full Text + Graphics Full Text - PDF
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