Title:

Rozwój i zastosowania technologii i systemów informatycznych * Modele i systemy wspomagania decyzji w ekonomii i finansach * Sieciowy model planowania finansowego uwzględniający elementy ryzyka

Subtitle:

Książka = Book ; KS/3/2001/T28R04P03

Creator:

Potrzebowski, Henryk (1943– )

Publisher:

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

Place of publishing:

Warszawa

Date issued/created:

2001

Description:

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

Type of object:

Book/Chapter

Abstract:

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.

Relation:

Książka = Book

Resource type:

Text

Detailed Resource Type:

Book

Source:

KS-2001-03-T28R04P03

Language:

pol

Language of abstract:

pol

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

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: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

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.

Access:

Open