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Showing 1 - 3 of 3 matches in All Departments
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.
This book addresses the process of maintaining digital objects through time to ensure continued access, an aspect that has become a crucial issue in recent years. It offers a concise yet comprehensive discussion of key concepts and requirements for long-term digital preservation, and presents a pioneering framework for digital repositories that enables the long-term archiving and metadata management for large volumes of digital resources based on a system that has already been completely designed and launched. In the framework, the reliability of information readouts is ensured by the repository with two-level data recording replication and monitoring mechanisms in the repository management system (RMS) and the file systems, and by the RMS's distributed nature. The advanced RMS allows operations on the archival storage to be scheduled, while also taking into account low energy consumption requirements. After presenting the framework in detail, the book assesses and demonstrates the approach's viability in terms of delivering accessibility, authenticity and usability. As such, the book offers a valuable resource for information technology (IT) researchers and practitioners, as well as archivists and librarians.
This book addresses the process of maintaining digital objects through time to ensure continued access, an aspect that has become a crucial issue in recent years. It offers a concise yet comprehensive discussion of key concepts and requirements for long-term digital preservation, and presents a pioneering framework for digital repositories that enables the long-term archiving and metadata management for large volumes of digital resources based on a system that has already been completely designed and launched. In the framework, the reliability of information readouts is ensured by the repository with two-level data recording replication and monitoring mechanisms in the repository management system (RMS) and the file systems, and by the RMS's distributed nature. The advanced RMS allows operations on the archival storage to be scheduled, while also taking into account low energy consumption requirements. After presenting the framework in detail, the book assesses and demonstrates the approach's viability in terms of delivering accessibility, authenticity and usability. As such, the book offers a valuable resource for information technology (IT) researchers and practitioners, as well as archivists and librarians.
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