Renata Mansini Wlodzimierz Ogryczak M. Grazia Speranza
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.
It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introductio...
