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Linear and Mixed Integer Programming for Portfolio Optimization - EURO Advanced Tutorials on Operational Research Renata Mansini 2015 edition
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Linear and Mixed Integer Programming for Portfolio Optimization - EURO Advanced Tutorials on Operational Research
Renata Mansini
It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered.
119 pages, 13 black & white illustrations, 12 colour illustrations, biography
| Medien | Bücher Gebundenes Buch (Buch mit hartem Rücken und steifem Einband) |
| Erscheinungsdatum | 29. Juni 2015 |
| ISBN13 | 9783319184814 |
| Verlag | Springer International Publishing AG |
| Seitenanzahl | 119 |
| Maße | 162 × 247 × 13 mm · 362 g |
| Sprache | Deutsch |
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