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Linear and Mixed Integer Programming for Portfolio Optimization
Renata Mansini
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- Editora: UmLivro
- Ano: 2016
- ISBN: 9783319386218
- 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 f
Descrição: Portfolio optimization.- Linear models for portfolio optimization.- Portfolio optimization with transaction costs.-... Veja mais