Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models
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DOI: 10.1287/opre.47.2.195
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References listed on IDEAS
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Cited by:
- Andrea Consiglio & Alessandro Staino, 2012. "A stochastic programming model for the optimal issuance of government bonds," Annals of Operations Research, Springer, vol. 193(1), pages 159-172, March.
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Keywords
finance; security design and pricing; innovation; marketing; new product design and pricing; programming; nonlinear utility maximization;All these keywords.
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