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Linear and Mixed Integer Programming for Portfolio Optimization|Renata Mansini

Linear and Mixed Integer Programming for Portfolio Optimization

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Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9783319184814
  • ISBN-10: 3319184814
  • Publisher: Springer
  • Publish Date: June 2015
  • Dimensions: 9.21 x 6.14 x 0.38 inches
  • Shipping Weight: 0.8 pounds
  • Page Count: 119

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