A multistage stochastic programming model with multiple objectives for the optimal issuance of corporate bonds

DOI10.1155/2022/9929891zbMATH Open1545.90123MaRDI QIDQ6607628FDOQ6607628

Authors: Rui-cheng Yang, Zinan Hu 

Publication date: 18 September 2024

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Multi-objective and goal programming (90C29) Portfolio theory (91G10) Stochastic programming (90C15)

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