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

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Bibliografske podrobnosti
izdano v:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Glavni avtor:	Hissah, Albaqami
Drugi avtorji:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
Izdano:	MDPI AG
Teme:	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 dostop:	Citation/Abstract Full Text + Graphics Full Text - PDF
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