||From the Back Cover||This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduc
This book presents solutions to the general problem of single period portfolio optimization. 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. The book discusses computational issues and provides a theoretical framework, including the concepts of risk...
[PDF.aw78] Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research) Rating: 4.60 (774 Votes)
Linear and Mixed Integer Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza epub Linear and Mixed Integer Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza pdf Linear and Mixed Integer Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza pdf download Linear and Mixed Integer Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza audiobook Linear and Mixed Integer Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza summary Linear and Mixed Integer Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza textbooks
You easily download any file type for your device.Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research) | Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza. I was recommended this book by a dear friend of mine.
