Contatto
Come acquistare
Consegna
Guida all'acquisto
Linear and Mixed Integer Programming for Portfolio Optimization
Inglese
167 b
30 giorni per il reso
I clienti hanno acquistato anche
/
In brossura
45.79
€
/
In brossura
37.49
€
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.§
Informazioni sul libro
Inglese
Regala questo libro oggi stesso
È facile
1 Aggiungi il libro al carrello e scegli la consegna come regalo 2 Ti invieremo subito il buono 3 Il libro arriverà all'indirizzo del destinatarioPotrebbe interessarti anche
/
In brossura
52.69
€
/
In brossura
56.79
€
/
Rigido
139.39
€
