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Linear and Mixed Integer Programming for Portfolio Optimization

Linear and Mixed Integer Programming for Portfolio Optimization

Hardcover

Series: Euro Advanced Tutorials on Operational Research

Business GeneralInvesting & FinanceGeneral Mathematics

ISBN10: 3319184814
ISBN13: 9783319184814
Publisher: Springer
Published: Jun 29 2015
Pages: 119
Weight: 0.80
Height: 0.38 Width: 6.14 Depth: 9.21
Language: English
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.

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