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

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I whakaputaina i:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Kaituhi matua:	Hissah, Albaqami
Ētahi atu kaituhi:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
I whakaputaina:	MDPI AG
Ngā marau:	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
Urunga tuihono:	Citation/Abstract Full Text + Graphics Full Text - PDF
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