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Linear and Mixed Integer Programming for Portfolio Optimization - EURO Advanced Tutorials on Operational Research 2015 edition
Renata Mansini
Linear and Mixed Integer Programming for Portfolio Optimization - EURO Advanced Tutorials on Operational Research 2015 edition
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
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | June 29, 2015 |
ISBN13 | 9783319184814 |
Publishers | Springer International Publishing AG |
Pages | 119 |
Dimensions | 162 × 247 × 13 mm · 362 g |
Language | German |
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