Practical financial optimization a library of GAMS models
In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. 'GAMS' consists of a language which allows a high-level, algebraic representation of mathematical models a...
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | eBook |
| Language: | Inglés |
| Published: |
Chichester, U.K. :
Wiley
2009.
|
| Edition: | 1st edition |
| Series: | Wiley finance series.
|
| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627922206719 |
