Linear and Mixed Integer Programming for Portfolio Optimization is popular PDF and ePub book, written by Renata Mansini in 2015-06-10, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Linear and Mixed Integer Programming for Portfolio Optimization can be Read Online from any device for your convenience.
Linear and Mixed Integer Programming for Portfolio Optimization Book PDF Summary
This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.
Detail Book of Linear and Mixed Integer Programming for Portfolio Optimization PDF
- Author : Renata Mansini
- Release : 10 June 2015
- Publisher : Springer
- ISBN : 9783319184821
- Genre : Business & Economics
- Total Page : 131 pages
- Language : English
- PDF File Size : 11,6 Mb
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