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612-822-4611
Linear and Mixed Integer Programming for Portfolio Optimization

Linear and Mixed Integer Programming for Portfolio Optimization

Paperback

Series: Euro Advanced Tutorials on Operational Research

Business GeneralInvesting & FinanceGeneral Mathematics

ISBN10: 3319386212
ISBN13: 9783319386218
Publisher: Springer
Published: Oct 17 2016
Pages: 119
Weight: 0.43
Height: 0.28 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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