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

DOI10.1155/2022/9929891MaRDI QIDQ6607628zbMATH OpenFDO

Authors Rui-cheng Yang, Zinan Hu

Publication date 18 September 2024

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

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 956509 (Why is no real title available?)
• scientific article; zbMATH DE number 1233792 (Why is no real title available?)
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• Some remarks on the value-at-risk and the conditional value-at-risk

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