Linear and Mixed Integer Programming for Portfolio Optimization
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 f...
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Hlavní autoři: | , , |
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Médium: | Kniha |
Jazyk: | English |
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Springer
2015
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On-line přístup: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59449 |
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Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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