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

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Bibliographic Details
Published in:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Main Author:	Hissah, Albaqami
Other Authors:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
Published:	MDPI AG
Subjects:	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
Online Access:	Citation/Abstract Full Text + Graphics Full Text - PDF
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