Linear and mixed integer programming for portfolio optimization. (2015)

• Record Type: Book
• Further Information: Note: Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza.
• Authors: Mansini, Renata; Ogryczak, Włodzimierz; Speranza, M. G (Maria Grazia)
• Contents: Portfolio optimization -- Linear models for portfolio optimization -- Portfolio optimization with transaction costs -- Portfolio optimization with other real features -- Rebalancing and index tracking -- Theoretical framework -- Computational issues.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource (xii, 119 pages), illustrations (some color)
• Subjects: 332.601/5118; Business; Portfolio management -- Mathematical models; Linear programming; Integer programming; Operation Research/Decision Theory; Finance/Investment/Banking; Quantitative Finance; Operations Research, Management Science; Integer programming; Linear programming; Portfolio management -- Mathematical models; Business & Economics -- Finance; Mathematics -- Applied; Business & Economics -- Operations Research; Finance; Finance & accounting; Operational research; Management science; Operations research; Finance; Electronic books
• Languages: English
• ISBNs: 9783319184821; 3319184822; 3319184814; 9783319184814
• Related ISBNs: 9783319184814
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed June 18, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.