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

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Detaylı Bibliyografya
Yayımlandı:	Entropy vol. 27, no. 11 (2025), p. 1118-1145
Yazar:	Hissah, Albaqami
Diğer Yazarlar:	Mrad Mehdi, Gharbi Anis, Subasi Munevver Mine
Baskı/Yayın Bilgisi:	MDPI AG
Konular:	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 Erişim:	Citation/Abstract Full Text + Graphics Full Text - PDF
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