Multi-Objective Portfolio Optimization by Mixed Integer Programming
| Year of publication: |
2016
|
|---|---|
| Authors: | Sawik, Bartosz |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Mathematische Optimierung | Mathematical programming |
| Description of contents: |
In this PhD dissertation ...
|
freely available
| Extent: | 1 Online-Ressource (208 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2011 erstellt |
| Other identifiers: | 10.2139/ssrn.2799940 [DOI] |
| Classification: | C02 - Mathematical Methods ; C6 - Mathematical Methods and Programming ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; E44 - Financial Markets and the Macroeconomy ; G11 - Portfolio Choice ; G17 - Financial Forecasting ; G31 - Capital Budgeting; Investment Policy |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012988207