Buy Linear And Mixed Integer Programming For Portfolio Optimization (EURO Advanced

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Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced

This book presents solutions to the general problem of single period portfolio optimization.

116.15$ Buy It Now

Item	186671017955
Seller	simplybestprices-10to20dayshipping ( 474204 ⭐ ) 98.2% Location: Hillsdale, AU, NSW Accept Payments With ,
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Guarantee	eBay Money Back Guarantee
Condition	Brand New
EAN	9783319386218
UPC	9783319386218
ISBN	9783319386218
Recommended Age Range	0-12 months
Book Title	Linear and Mixed Integer Programming for Portfolio
Item Length	23.4 cm
Subject Area	Data Analysis
Publication Name	Linear and Mixed Integer Programming for Portfolio Optimization
Publisher	Springer International Publishing Ag
Subject	Accounting, Finance, Management
Publication Year	2016
Type	Textbook
Format	Paperback
Language	English
Item Height	235 mm
Author	Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza
Item Weight	2117 g
Item Width	155 mm
Number of Pages	119 Pages

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.

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