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

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Bibliografische gegevens
Gepubliceerd in:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Hoofdauteur:	Hissah, Albaqami
Andere auteurs:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
Gepubliceerd in:	MDPI AG
Onderwerpen:	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 toegang:	Citation/Abstract Full Text + Graphics Full Text - PDF
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