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Linear and Mixed Integer Programming for Portfolio Optimization - EURO Advanced Tutorials on Operational Research Renata Mansini Softcover reprint of the original 1st ed. 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.
131 pages, 13 black & white illustrations, 12 colour illustrations, biography
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 17 octobre 2016 |
| ISBN13 | 9783319386218 |
| Éditeurs | Springer International Publishing AG |
| Pages | 119 |
| Dimensions | 155 × 235 × 7 mm · 195 g |
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