GE Asset Management, Genworth Financial, and GE Insurance Use a Sequential-Linear-Programming Algorithm to Optimize Portfolios
| Year of publication: |
2005
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| Authors: | Chalermkraivuth, Kete Charles ; Bollapragada, Srinivas ; Clark, Michael C. ; Deaton, John ; Kiaer, Lynn ; Murdzek, John P. ; Neeves, Walter ; Scholz, Bernhard J. ; Toledano, David |
| Published in: |
Interfaces : the INFORMS journal on the practice of operations research. - Linthicum, Md : INFORMS, ISSN 0092-2102, ZDB-ID 1207854. - Vol. 35.2005, 5, p. 370-380
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