GE Asset Management, Genworth Financial, and GE Insurance Use a Sequential-Linear-Programming Algorithm to Optimize Portfolios.
Kete Charles ChalermkraivuthSrinivas BollapragadaMichael C. ClarkJohn DeatonLynn KiaerJohn P. MurdzekWalter NeevesBernhard J. ScholzDavid ToledanoPublished in: Interfaces (2005)