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: Mansini, Renata, Ogryczak, Włodzimierz, Speranza, M
Médium: Kniha
Jazyk:English
Vydáno: Springer 2015
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On-line přístup:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59449
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