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Two-stage bond portfolio optimization and its application to Saudi Sukuk Market - MaRDI portal

Two-stage bond portfolio optimization and its application to Saudi Sukuk Market (Q2173115)

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Two-stage bond portfolio optimization and its application to Saudi Sukuk Market
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    Two-stage bond portfolio optimization and its application to Saudi Sukuk Market (English)
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    22 April 2020
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    two-stage programming
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    bond portfolio optimization
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    mixed integer linear programming
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