£47.10

Springer Linear and Mixed Integer Programming for Portfolio Optimization (EURO Advanced Tutorials on Operational Research)

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£47 today · all-time low £47 (May 2026) · usually £47

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£50.10 £46.78 £47.50 £48.23 £48.95 £49.68 £50.40 26 April 2026 15 May 2026 04 June 2026 23 June 2026 13 July 2026

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
29 June 2015
Listed Since
01 April 2015

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