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Książka = Book ; KS/3/2001/T28R04P03
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
[6], 182-188 pages ; 21 cm ; Bibliography p. 188
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.
Creative Commons Attribution BY 4.0 license
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: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 15, 2021
Jul 15, 2021
38
https://rcin.org.pl./publication/234284
Potrzebowski, Henryk (1943- ). Autor
Potrzebowski, Henryk (1943– )
Potrzebowski, Henryk (1943– )
Potrzebowski, Henryk (1943– )
Potrzebowski, Henryk (1943– )
Potrzebowski, Henryk (1943– )