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

Furkejuvvon:

Bibliográfalaš dieđut
Publikašuvnnas:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Váldodahkki:	Hissah, Albaqami
Eará dahkkit:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
Almmustuhtton:	MDPI AG
Fáttát:	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
Liŋkkat:	Citation/Abstract Full Text + Graphics Full Text - PDF
Fáddágilkorat:	Lasit fáddágilkoriid Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!

Lasit vuosttaš kommeantta. Visot kommeanttat leat almmolaččat.!