000 | 03278nam a22005655i 4500 | ||
---|---|---|---|
001 | vtls000559837 | ||
003 | RU-ToGU | ||
005 | 20210922090145.0 | ||
007 | cr nn 008mamaa | ||
008 | 170212s2015 gw | s |||| 0|eng d | ||
020 |
_a9783319184821 _9978-3-319-18482-1 |
||
024 | 7 |
_a10.1007/978-3-319-18482-1 _2doi |
|
035 | _ato000559837 | ||
040 |
_aSpringer _cSpringer _dRU-ToGU |
||
050 | 4 | _aHD30.23 | |
072 | 7 |
_aKJT _2bicssc |
|
072 | 7 |
_aKJMD _2bicssc |
|
072 | 7 |
_aBUS049000 _2bisacsh |
|
082 | 0 | 4 |
_a658.40301 _223 |
100 | 1 |
_aMansini, Renata. _eauthor. _9467156 |
|
245 | 1 | 0 |
_aLinear and Mixed Integer Programming for Portfolio Optimization _helectronic resource _cby Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza. |
260 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2015. |
||
300 |
_aXII, 119 p. 25 illus., 12 illus. in color. _bonline resource. |
||
336 |
_atext _btxt _2rdacontent |
||
337 |
_acomputer _bc _2rdamedia |
||
338 |
_aonline resource _bcr _2rdacarrier |
||
490 | 1 |
_aEURO Advanced Tutorials on Operational Research, _x2364-687X |
|
505 | 0 | _aPortfolio 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. | |
520 | _aThis 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. | ||
650 | 0 |
_abusiness. _9366240 |
|
650 | 0 |
_aOperations research. _9303058 |
|
650 | 0 |
_aDecision making. _9294514 |
|
650 | 0 |
_aFinance. _9142509 |
|
650 | 0 |
_aEconomics, Mathematical. _9304111 |
|
650 | 0 |
_aManagement science. _9459954 |
|
650 | 1 | 4 |
_aBusiness and Management. _9459956 |
650 | 2 | 4 |
_aOperation Research/Decision Theory. _9411428 |
650 | 2 | 4 |
_aFinance, general. _9460231 |
650 | 2 | 4 |
_aQuantitative Finance. _9304891 |
650 | 2 | 4 |
_aOperations Research, Management Science. _9353130 |
700 | 1 |
_aOgryczak, Włodzimierz. _eauthor. _9467157 |
|
700 | 1 |
_aSperanza, M. Grazia. _eauthor. _9467158 |
|
710 | 2 |
_aSpringerLink (Online service) _9143950 |
|
773 | 0 | _tSpringer eBooks | |
830 | 0 |
_aEURO Advanced Tutorials on Operational Research, _9467159 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-319-18482-1 |
912 | _aZDB-2-SBE | ||
999 | _c414975 |