Practical financial optimization : a library of GAMS models / Andrea Consiglio, Søren S. Nielsen, Stavros A. Zenios.

In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. 'GAMS' consists of a language which allows a high-level, algebraic representation of mathematical models a...

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Bibliographic Details

Online Access:	Full Text (via Wiley)
Main Author:	Consiglio, Andrea
Other Authors:	Nielsen, Søren S., Zenios, Stavros Andrea
Format:	eBook
Language:	English
Published:	Chichester, U.K. : Wiley, 2009.
Series:	Wiley finance series.
Subjects:	Financial engineering. Finance > Mathematical models. Mathematical optimization.