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Planning (firm) --- Computer. Automation --- Operational research. Game theory --- Operations research --- Recherche opérationnelle --- Periodicals --- Périodiques --- Recherche opérationnelle --- Périodiques. --- #A60418 --- #BA02311 --- #TS:WBIB --- #TS:WDEP --- #ETEW:TSCAT --- Business, Economy and Management --- Business Management --- Operations Research --- Information Extraction, Retrieval and Filtering --- Information Science and Systems --- Information Technology --- Business, Economy and Management. --- Information Science and Systems. --- Information Technology. --- Périodiques --- EJECONO EJINFOR EJSTATI ELSEVIER-E EPUB-ALPHA-E EPUB-PER-FT --- Operationeel onderzoek. Speltheorie --- Planning in het bedrijf --- Computer. Informatica. Automatisering
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Operations research --- Recherche opérationnelle --- Périodiques.
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Transportation --- Logistics --- Logistique --- Logistics. --- Transportation. --- transport --- logistiek --- logistics --- operationeel onderzoek --- operations research --- Logistiek --- Public transportation --- Transport --- Transportation companies --- Transportation industry --- Transportation, Primitive --- Locomotion --- Commerce --- Communication and traffic --- Storage and moving trade --- Military art and science --- Economic aspects --- Logística industrial
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data science and analytics --- exact algorithms --- mathematical models --- innovative applications --- rigorous methods --- validating experiments --- Operations research --- Management science --- Management science. --- Operations research. --- Operational analysis --- Operational research --- Industrial engineering --- Research --- System theory --- Quantitative business analysis --- Management --- Problem solving --- Statistical decision --- Optimització matemàtica --- Optimització matemàtica.
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Operations research --- Decision making --- Operations research. --- Research --- Research. --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- System theory --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Presa de decisions --- Presa de decisions.
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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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Systèmes d'aide à la décision --- Decision support systems. --- Recherche opérationnelle --- Sciences humaines --- Mathematiques --- Sciences humaines --- Mathematiques
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