"GE Asset Management, Genworth Financial, and GE Insurance Use a ..."

Kete Charles Chalermkraivuth et al. (2005)

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DOI: 10.1287/INTE.1050.0164

access: closed

type: Journal Article

metadata version: 2017-05-27

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  - https://dblp.org/rec/journals/interfaces/ChalermkraivuthBCDKMNST05
Kete Charles Chalermkraivuth, Srinivas Bollapragada, Michael C. Clark, John Deaton, Lynn Kiaer, John P. Murdzek, Walter Neeves, Bernhard J. Scholz, David Toledano:
GE Asset Management, Genworth Financial, and GE Insurance Use a Sequential-Linear-Programming Algorithm to Optimize Portfolios. Interfaces 35(5): 370-380 (2005)

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