Linear and mixed integer programming for portfolio optimization
Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza
| 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] |
Erscheint auch als (Online-Ausgabe):
Mansini, Renata *1968-*. Linear and Mixed Integer Programming for Portfolio Optimization. - Cham : Springer, 2015. - Online-Ressource (XII, 119 p. 25 illus., 12 illus. in color, online resource)
Persistent link: https://www.econbiz.de/10011326910