Linear and mixed integer programming for portfolio optimization
Year of publication: |
[2015]
|
---|---|
Authors: | Mansini, Renata ; Ogryczak, Włodzimierz ; Speranza, Maria Grazia |
Publisher: |
Heidelberg : Springer |
Subject: | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Lineare Optimierung | Linear programming | Theorie | Theory | Gemischt-ganzzahlige Optimierung | Portfolio Selection |
Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [zbmath.org] |
-
Linear and Mixed Integer Programming for Portfolio Optimization
Mansini, Renata, (2015)
-
Survey of multi-objective portfolio optimization by linear and mixed integer programming
Sawik, Bartosz, (2013)
-
Bagemihl, Joachim, (2003)
- More ...
-
Twenty years of linear programming based portfolio optimization
Mansini, Renata, (2014)
-
Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco, (2016)
-
Linear and Mixed Integer Programming for Portfolio Optimization
Mansini, Renata, (2015)
- More ...