Designing portfolios of financial products via integrated simulation and optimization models

Operations Research

Volumn 47, Issue 2, 1999, Pages 195-208

  Consiglio, Andrea ^b   Zenios, Stavros A ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; FINANCE; HIERARCHICAL SYSTEMS; MATHEMATICAL MODELS; MONTE CARLO METHODS; OPTIMIZATION; RESOURCE ALLOCATION;

DEBT ISSUANCE; FINANCIAL PRODUCTS; INNOVATIVE FINANCIAL PRODUCTS; INTEGRATED SIMULATION; OPTIMIZATION MODELS; TABU SEARCH;

OPERATIONS RESEARCH;

EID: 0032625979     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.47.2.195     Document Type: Article

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