Two-stage bond portfolio optimization and its application to Saudi Sukuk Market (Q2173115)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage bond portfolio optimization and its application to Saudi Sukuk Market |
scientific article |
Statements
Two-stage bond portfolio optimization and its application to Saudi Sukuk Market (English)
0 references
22 April 2020
0 references
two-stage programming
0 references
bond portfolio optimization
0 references
mixed integer linear programming
0 references