Titlebook: Linear and Mixed Integer Programming for Portfolio Optimization; Renata Mansini,Włodzimierz Ogryczak,M. Grazia Sper Textbook 2015 Springer

皱痕

开玩笑

https://doi.org/10.1007/978-3-319-18482-1Binary variables; Financial modeling; Integer variables; Markowitz; Risk management; Transaction cost; sto

conspicuous

BALK

ATP861

上釉彩

放牧

Rebalancing and Index Tracking,art of the chapter is devoted to the portfolio rebalancing problem, where the investor already owns a portfolio of assets and, due to changed market conditions and possibly to the availability of additional capital, is interested in modifying it by selling/purchasing shares or amounts of some assets

起草

Theoretical Framework,to understand which properties a measure should satisfy to be attractive to an investor. The theory developed is based fundamentally on one hand on the concept of stochastic dominance consistency and on the other hand on the concept of coherent measure. In this chapter, we introduce these two concep

fleeting

Insensate