Linear and Mixed Integer Programming for Portfolio Optimization (Euro Advanced Tutorials on Operational Research) / Mansini, Renata/ Ogryczak, Włodzimierz/ Speranza, M. Grazia

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Linear and Mixed Integer Programming for Portfolio Optimization (Euro Advanced Tutorials on Operational Research)

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Linear and Mixed Integer Programming for Portfolio Optimization (Euro Advanced Tutorials on Operational Research)

Mansini, Renata/ Ogryczak, Włodzimierz/ Speranza, M. Grazia

Springer International Publishing AG（2016/10発売）

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製本 Paperback:紙装版/ペーパーバック版／ページ数 119 p.
商品コード 9783319386218

Full Description

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 for portfolio rebalancing and index tracking, are also covered.