Can I read Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research) on EtoBox?

Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research) by Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza (auth.) is a nonfiction available to read on EtoBox.

What is Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research) about?

"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." -- Back cover

Who reads Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research)?

Author

Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza (auth.)

Publisher

Springer International Publishing : Imprint: Springer

Published

2015

Language

EN

ISBN

9783319184814

Category

nonfiction

Subjects

Business, Science, Technology