GE Asset Management, Genworth Financial, and GE Insurance Use a Sequential-Linear-Programming Algorithm to Optimize Portfolios
نویسندگان
چکیده
Kete Charles Chalermkraivuth, Srinivas Bollapragada, Michael C. Clark, John Deaton, Lynn Kiaer, John P. Murdzek, Walter Neeves, Bernhard J. Scholz, David Toledano General Electric Global Research Center, 1 Research Circle, Schenectady, New York 12309 {[email protected], [email protected], [email protected], [email protected], [email protected], [email protected], [email protected], [email protected], [email protected]}
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ورودعنوان ژورنال:
- Interfaces
دوره 35 شماره
صفحات -
تاریخ انتشار 2005