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000727731 020__ $$a9783319184821$$qelectronic book
000727731 020__ $$a3319184822$$qelectronic book
000727731 020__ $$z9783319184814
000727731 0247_ $$a10.1007/978-3-319-18482-1$$2doi
000727731 035__ $$aSP(OCoLC)ocn911179422
000727731 035__ $$aSP(OCoLC)911179422
000727731 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dOCLCO$$dYDXCP$$dUPM
000727731 049__ $$aISEA
000727731 050_4 $$aHG4529.5
000727731 08204 $$a332.601/5118$$223
000727731 1001_ $$aMansini, Renata,$$eauthor.
000727731 24510 $$aLinear and mixed integer programming for portfolio optimization$$h[electronic resource] /$$cRenata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza.
000727731 264_1 $$aCham :$$bSpringer,$$c2015.
000727731 300__ $$a1 online resource (xii, 119 pages) :$$billustrations.
000727731 336__ $$atext$$btxt$$2rdacontent
000727731 337__ $$acomputer$$bc$$2rdamedia
000727731 338__ $$aonline resource$$bcr$$2rdacarrier
000727731 4901_ $$aEURO Advanced Tutorials on Operational Research,$$x2364-687X
000727731 504__ $$aIncludes bibliographical references.
000727731 5050_ $$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.
000727731 506__ $$aAccess limited to authorized users.
000727731 520__ $$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.
000727731 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed June 18, 2015).
000727731 650_0 $$aPortfolio management$$xMathematical models.
000727731 650_0 $$aLinear programming.
000727731 650_0 $$aInteger programming.
000727731 7001_ $$aOgryczak, Włodzimierz,$$eauthor.
000727731 7001_ $$aSperanza, M. G.$$q(Maria Grazia),$$eauthor.
000727731 830_0 $$aEURO Advanced Tutorials on Operational Research.
000727731 852__ $$bebk
000727731 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-18482-1$$zOnline Access$$91397441.1
000727731 909CO $$ooai:library.usi.edu:727731$$pGLOBAL_SET
000727731 980__ $$aEBOOK
000727731 980__ $$aBIB
000727731 982__ $$aEbook
000727731 983__ $$aOnline
000727731 994__ $$a92$$bISE