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"item_title" : "Linear and Mixed Integer Programming for Portfolio Optimization",
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Linear and Mixed Integer Programming for Portfolio Optimization
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
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Details
- ISBN-13: 9783319386218
- ISBN-10: 3319386212
- Publisher: Springer
- Publish Date: October 2016
- Dimensions: 9.21 x 6.14 x 0.28 inches
- Shipping Weight: 0.43 pounds
- Page Count: 119
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