Linear and Mixed Integer Programming for Portfolio Optimization

By Renata Mansini, M Grazia Speranza, Wlodzimierz Ogryczak, et al.

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 3319386212
• ISBN13: 9783319386218
• Release Date: October 2016
• Publisher: Springer
• Length: 119 Pages
• Weight: 0.43 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"