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...
| Published in: | Springer eBooks |
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| Main Authors: | , , |
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Series: | EURO Advanced Tutorials on Operational Research,
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| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/978-3-319-18482-1 Перейти в каталог НБ ТГУ |