Metadata language
Książka = Book ; KS/3/2001/T28R04P03
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:[6], 182-188 stron ; 21 cm ; Bibliografia s. 188
Type of object: 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: Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
Terms of use:Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -
Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
Projects co-financed by: Access: