Isbn: 9783319386218 - linear and mixed integer programming for portfolio optimization (10 risultati)

Condizione: New. In English.

Condizione: New. pp. 132 Softcover reprint of the original 1st ed. 2015 edition NO-PA16APR2015-KAP.

Condizione: New.

Paperback. Condizione: Brand New. reprint edition. 131 pages. 9.25x6.10x0.30 inches. In Stock.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.…

Taschenbuch. Condizione: Neu. Linear and Mixed Integer Programming for Portfolio Optimization | Renata Mansini (u. a.) | Taschenbuch | xii | Englisch | 2016 | Springer | EAN 9783319386218 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Condizione: new. Questo è un articolo print on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples. 119 pp. Englisch.…

Condizione: New. Print on Demand pp. 132.

Condizione: New. PRINT ON DEMAND pp. 132.