LEADER 01110nam a22002651i 4500 001 991001083449707536 005 20040225085146.0 008 040318s1983 it |||||||||||||||||ita 035 $ab12715475-39ule_inst 035 $aARCHE-069973$9ExL 040 $aDip.to Filosofia$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a345 245 00$aManuale di diritto penale :$bleggi complementari : i reati ed illeciti depenalizzati fallimentari, societari e bancari /$cFrancesco Antolisei 250 $a4. ed. riv. e aggiornata /$ba cura di Luigi Conti 260 $aMilano :$bA. Giuffrè,$c1983 300 $aXX, 609 p. ;$c24 cm 650 4$aDiritto penale 700 1 $aAntolisei, Francesco$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0224655 700 1 $aConti, Luigi 907 $a.b12715475$b02-04-14$c31-03-04 912 $a991001083449707536 945 $aLE005 DIR IV A 19$g1$i2005000154676$lle005$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i13239478$z31-03-04 996 $aManuale di diritto penale$942642 997 $aUNISALENTO 998 $ale005$b31-03-04$cm$da $e-$fita$git $h0$i1 LEADER 03718nam 22007455 450 001 9910298466103321 005 20251202125109.0 010 $a3-319-18482-2 024 7 $a10.1007/978-3-319-18482-1 035 $a(CKB)3710000000436756 035 $a(SSID)ssj0001558264 035 $a(PQKBManifestationID)16183083 035 $a(PQKBTitleCode)TC0001558264 035 $a(PQKBWorkID)14819279 035 $a(PQKB)10564852 035 $a(DE-He213)978-3-319-18482-1 035 $a(MiAaPQ)EBC6315329 035 $a(MiAaPQ)EBC5589092 035 $a(Au-PeEL)EBL5589092 035 $a(OCoLC)911179422 035 $a(PPN)18639909X 035 $a(EXLCZ)993710000000436756 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