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200 00$aApplied Earth Science: Transactions of the Institutions of Mining and Metallurgy: Section B$b[electronic resource]
210  1$aLondon :$cInstitution of Mining & Metallurgy,$d1966-2023
210 21$aThousand Oaks :$cSage publications Ltd
215   $a1 online resource
300   $aIssues for Aug. 1984-<Sept./Dec. 1991> have title: Transactions of the Institution of Mining and Metallurgy. Section B, Applied earth science.
300   $aTitle from cover.
300   $aRefereed/Peer-reviewed
311 08$aPrint version: Applied Earth Science: Transactions of the Institutions of Mining and Metallurgy: Section B 0371-7453 (DLC)93644392 (OCoLC)2401166 
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100   $a20150610d2015      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt
182   $cc
183   $acr
200 10$aLinear and Mixed Integer Programming for Portfolio Optimization /$fby Renata Mansini, W?odzimierz Ogryczak, M. Grazia Speranza
205   $a1st ed. 2015.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015.
215   $a1 online resource (XII, 119 p. 25 illus., 12 illus. in color.) 
225 1 $aEURO Advanced Tutorials on Operational Research,$x2364-6888
300   $aBibliographic Level Mode of Issuance: Monograph
311 08$a3-319-18481-4 
327   $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.
330   $aThis book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.
410  0$aEURO Advanced Tutorials on Operational Research,$x2364-6888
606   $aOperations research
606   $aFinance
606   $aSocial sciences$xMathematics
606   $aManagement science
606   $aOperations Research and Decision Theory
606   $aFinancial Economics
606   $aMathematics in Business, Economics and Finance
606   $aOperations Research, Management Science
615  0$aOperations research.
615  0$aFinance.
615  0$aSocial sciences$xMathematics.
615  0$aManagement science.
615 14$aOperations Research and Decision Theory.
615 24$aFinancial Economics.
615 24$aMathematics in Business, Economics and Finance.
615 24$aOperations Research, Management Science.
676   $a650
700   $aMansini$b Renata$4aut$4http://id.loc.gov/vocabulary/relators/aut$0758972
702   $aOgryczak$b W?odzimierz$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aSperanza$b M. Grazia$4aut$4http://id.loc.gov/vocabulary/relators/aut
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910298466103321
996   $aLinear and Mixed Integer Programming for Portfolio Optimization$92533485
997   $aUNINA