Linear and mixed integer programming for portfolio optimization / Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza.
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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| Online Access: |
Full Text (via Springer) |
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| Main Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
2015.
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| Series: | EURO advanced tutorials on operational research
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HG4529.5 .M35 2015eb
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| HG4529.5 .M35 2015eb | Available |