Stephen J. Stoyan, Roy H. Kwon. A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization. Computers & Industrial Engineering, 61(4):1285-1295, 2011. [doi]
@article{StoyanK11,
title = {A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization},
author = {Stephen J. Stoyan and Roy H. Kwon},
year = {2011},
doi = {10.1016/j.cie.2011.07.022},
url = {http://dx.doi.org/10.1016/j.cie.2011.07.022},
researchr = {https://researchr.org/publication/StoyanK11},
cites = {0},
citedby = {0},
journal = {Computers & Industrial Engineering},
volume = {61},
number = {4},
pages = {1285-1295},
}