• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Integer Programming & Combinatorial Optimization for Trading & Portfolio Construction: Discrete Allocation, Execution Scheduling, and Constraint-Drive

Integer Programming & Combinatorial Optimization for Trading & Portfolio Construction: Discrete Allocation, Execution Scheduling, and Constraint-Drive

Paperback

Investing & FinanceGeneral Mathematics

ISBN13: 9798243614962
Publisher: Independently Published
Published: Jan 12 2026
Pages: 460
Weight: 1.21
Height: 1.14 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Integer programming and combinatorial optimization are increasingly central to the design of robust systematic trading and portfolio construction frameworks. As markets demand higher capital efficiency, tighter risk budgets, and execution-aware allocation, quant teams are moving beyond closed-form heuristics and embracing discrete optimization methods to model the real constraints of trading systems.

Also from

Schwartz, Alice

Also in

General Mathematics