Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 59.14
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Add to basketCondition: New. In.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 60.59
Quantity: Over 20 available
Add to basketCondition: New. In English.
Condition: New. pp. 132 Softcover reprint of the original 1st ed. 2015 edition NO-PA16APR2015-KAP.
Condition: New. pp. 119.
Language: English
Published by Springer International Publishing, 2016
ISBN 10: 3319386212 ISBN 13: 9783319386218
Seller: moluna, Greven, Germany
Condition: New.
Hardcover. Condition: Brand New. 130 pages. 9.50x6.25x0.50 inches. In Stock.
Paperback. Condition: Brand New. reprint edition. 131 pages. 9.25x6.10x0.30 inches. In Stock.
Language: English
Published by Springer International Publishing, 2015
ISBN 10: 3319184814 ISBN 13: 9783319184814
Seller: moluna, Greven, Germany
Condition: New.
Taschenbuch. Condition: Neu. Linear and Mixed Integer Programming for Portfolio Optimization | Renata Mansini (u. a.) | Taschenbuch | xii | Englisch | 2016 | Springer | EAN 9783319386218 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer, Berlin, Springer, 2016
ISBN 10: 3319386212 ISBN 13: 9783319386218
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Hardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Condition: new. Questo è un articolo print on demand.
Condition: new. Questo è un articolo print on demand.
Language: English
Published by Springer, Berlin, Springer International Publishing, Springer, 2016
ISBN 10: 3319386212 ISBN 13: 9783319386218
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 119 pp. Englisch.
Language: English
Published by Springer International Publishing Jun 2015, 2015
ISBN 10: 3319184814 ISBN 13: 9783319184814
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 132 pp. Englisch.
Condition: New. Print on Demand pp. 132.
Condition: New. Print on Demand pp. 119.
Condition: New. PRINT ON DEMAND pp. 132.
Condition: New. PRINT ON DEMAND pp. 119.
Language: English
Published by Springer, Springer Jun 2015, 2015
ISBN 10: 3319184814 ISBN 13: 9783319184814
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 132 pp. Englisch.