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. [doi]
Abstract is missing.