9783319184838: Linear and Mixed Integer Programming for Portfolio Optimization

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Synopsis

Portfolio optimization.- Linear models for portfolio optimization.- Portfolio optimization with transaction costs.- Portfolio optimization with other real features.- Rebalancing and index tracking.- Theoretical framework.- Computational issues.

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Other Popular Editions of the Same Title

9783319184814: Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research)

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ISBN 10:  3319184814 ISBN 13:  9783319184814
Publisher: Springer, 2015
Hardcover