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

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Detalles Bibliográficos
Publicado en:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Autor Principal:	Hissah, Albaqami
Outros autores:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
Publicado:	MDPI AG
Materias:	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
Acceso en liña:	Citation/Abstract Full Text + Graphics Full Text - PDF
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