Inny tytuł:

Książka = Book ; KS/3/2001/T28R04P03

Wydawca:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Miejsce wydania:

Warszawa

Opis:

[6], 182-188 pages ; 21 cm ; Bibliography p. 188

Typ obiektu:

Book/Chapter

Abstrakt:

Recently the application of risk management and mathematical programming has become a vital topie for financial analyses to project optimisation. The paper dea[s with practical - mostly MAD optimisation models applied to portfolio management. Such models are formulated as the problem of finding the portfolio of assets that has minimum of maxima[ absolute deviation. Generalisations such as additional constraints and net flow representation are discussed.

Czasopismo/Seria/cykl:

Książka = Book

Szczegółowy typ zasobu:

Book

Identyfikator zasobu:

oai:rcin.org.pl:197909

Źródło:

KS-2001-03-T28R04P03

Język:

pol

Język streszczenia:

pol

Prawa:

Creative Commons Attribution BY 4.0 license

Zasady wykorzystania:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitalizacja:

Systems Research Institute of the Polish Academy of Sciences

Lokalizacja oryginału:

Library of Systems Research Institute PAS

Dofinansowane ze środków:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Dostęp:

Open