|
Books > Business & Economics > Finance & accounting > Finance
|
Buy Now
Linear and Mixed Integer Programming for Portfolio Optimization (Paperback, Softcover reprint of the original 1st ed. 2015)
Loot Price: R2,127
Discovery Miles 21 270
|
|
|
Linear and Mixed Integer Programming for Portfolio Optimization (Paperback, Softcover reprint of the original 1st ed. 2015)
Series: EURO Advanced Tutorials on Operational Research
Expected to ship within 10 - 15 working days
|
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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
