Contact
How to shop
Delivery
Shopping guide
Linear and Mixed Integer Programming for Portfolio Optimization
English
174 b
Delivery to Austria
30-day return policy
Customers also purchased
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.
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Paperback
24.89
€
/
Paperback
13.29
€
/
Paperback
22.79
€
/
Paperback
23.79
€
/
Paperback
21.79
€
/
Paperback
11.19
€
Hi! I'm Libroamiko, your book advisor.
How can I help you?