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In den WarenkorbZustand: New. In English.
Zustand: New. pp. 132 Softcover reprint of the original 1st ed. 2015 edition NO-PA16APR2015-KAP.
Zustand: New. pp. 119.
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In den WarenkorbHardcover. Zustand: Brand New. 130 pages. 9.50x6.25x0.50 inches. In Stock.
Sprache: Englisch
Verlag: Springer International Publishing, 2016
ISBN 10: 3319386212 ISBN 13: 9783319386218
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In den WarenkorbZustand: New.
Sprache: Englisch
Verlag: Springer International Publishing, 2015
ISBN 10: 3319184814 ISBN 13: 9783319184814
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In den WarenkorbPaperback. Zustand: Brand New. reprint edition. 131 pages. 9.25x6.10x0.30 inches. In Stock.
Sprache: Englisch
Verlag: Springer, Berlin, Springer, 2016
ISBN 10: 3319386212 ISBN 13: 9783319386218
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: 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.
Anbieter: preigu, Osnabrück, Deutschland
Taschenbuch. Zustand: 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.
Buch. Zustand: 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.
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In den WarenkorbHardcover. Zustand: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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In den WarenkorbZustand: new. Questo è un articolo print on demand.
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In den WarenkorbZustand: new. Questo è un articolo print on demand.
Sprache: Englisch
Verlag: Springer, Berlin, Springer International Publishing, Springer, 2016
ISBN 10: 3319386212 ISBN 13: 9783319386218
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Taschenbuch. Zustand: 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.
Sprache: Englisch
Verlag: Springer International Publishing Jun 2015, 2015
ISBN 10: 3319184814 ISBN 13: 9783319184814
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Buch. Zustand: 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.
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In den WarenkorbZustand: New. Print on Demand pp. 132.
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Zustand: New. PRINT ON DEMAND pp. 132.
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
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In den WarenkorbZustand: New. Print on Demand pp. 119.
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Zustand: New. PRINT ON DEMAND pp. 119.
Sprache: Englisch
Verlag: Springer, Springer Jun 2015, 2015
ISBN 10: 3319184814 ISBN 13: 9783319184814
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Buch. Zustand: 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.