Advances in Mathematical Programming and financial planning

AvKenneth D. Lawrence,John B. GuerardJr.

Inbunden, Engelska, 1996

Del 4 i serien Advances in Mathematical Programming and Financial Planning

1 175 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.

Beskrivning

This is the fourth volume in a series which discusses advances in mathematical programming and financial planning.

Produktinformation

Utgivningsdatum:1996-01-04
Mått:150 x 230 x 18 mm
Vikt:562 g
Format:Inbunden
Språk:Engelska
Serie:Advances in Mathematical Programming and Financial Planning
Antal sidor:280
Förlag:Emerald Publishing Limited
ISBN:9781559387248

Utforska kategorier

Innehållsförteckning

Portfolio applications: formulation and computation of general financial with transaction costs, A. Nagurney, J. Dong; a multiple period, optimal hedge portfolio selection model, R.F. Deckro et al; simple criteria for optimal portfolio selection revisited, A. Christofi, P. Theodossious; preferential alteration of a portfolios efficient frontier - a goal programming approach, M. Scnierderjans et al; backtest results for a portfolio optimization model using certainty equivalent criteria for gamma distributed returns, R.E. Davis. Applications in finance and decision making - a dynamic programming approach with Markov process to the cost-volume-profit analysis, S. Wu et al; warranty costs for renewable warranty programs under partial redemption, A. Mitra, J.G. Patankar; financial planning with 0-1 Knapsack problem, I - domination results, D.E. O'Leary; financial planning with 0-1 Knapsack problems, II - using domination results to solve Knapsack problems, D.E. O'Leary; ranking research programs in an R&D laboratory using the analytical hierarchy process, E. Melachrinoudis. Multi-criteria applications of financial decision making: lineal goal programming approach to resource allocations - a case for Pakistan's economy, A.A.W. Rana, N.K. Kwak; a goal programming approach for hedging a portfolio with financial futures - an empirical test, J. Wingender, R. Sharda; a goal programming research equipment acquisitions, D. Kouchy, N.K. Kwak; a multiple criteria approach for sales force sizing and allocation, L.N. Spasovic et al; managing the allocation of exploration capital with a multi-objective portfolio model, R.M. Wall. Portfolio appliations: formulation and computation of general financial equilibrium with transaction costs, A. Nagurney, J. Dong; a multiple period, optimal hedge portfolio selection model, R.F. deckro et al; simple criteria for optimal portfolio selection revisited, A. Christofi, P. Theodossious; preferential alteration of a portfolio efficient frontier - a goal programming approach, M. Schniederjans et al; backtest results for a portfolio optimization model using certainty equivalent criteria for gamma distributed returns, R.E. Davis.

Du kanske också är intresserad av

Del 5

Forecasting

Kenneth D. Lawrence, John B. GuerardJr., Gary R. Reeves

Inbunden, 1999

1 541 kr

Del 10

Multi-Criteria Applications

Kenneth D. Lawrence, Gary R. Reeves, R.K. Klimberg

Inbunden, 2001

1 568 kr

Del 6

Advances in Mathematical Programming and Financial Planning

Kenneth D. Lawrence, G.R. Reeves, John B. Geurard Jr.

Inbunden, 2001

1 704 kr

Signerad!

SIGNERAD - Om julens wälgång

Klara Peters Bastin

Inbunden, 2026

249 kr

Ruth Kvarnström-Jones - SIGNERAD - Systrarna på Sophiahemmet, Inbunden

Signerad!

Del 3

SIGNERAD - Systrarna på Sophiahemmet

Ruth Kvarnström-Jones

Inbunden, 2026

249 kr

Nyhet

Del 11

Medusa

Lars Kepler

Inbunden, 2026

269 kr

-21%

Ha en nice dag

Mikael Yvesand

Inbunden, 2026

189 kr239 kr

-30%

Se dig inte om

Harlan Coben

Pocket, 2026

69 kr99 kr

Nyhet

Del 11

Medusa

Lars Kepler

Ljudbok

2026

(1)

149 kr

-19%

Stortaxi

Flora Wiström

Inbunden, 2026

(3)

209 kr259 kr

Advances in Mathematical Programming and financial planning

AvKenneth D. Lawrence,John B. GuerardJr.

Inbunden, Engelska, 1996

Del 4 i serien Advances in Mathematical Programming and Financial Planning

1 175 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.

Beskrivning

This is the fourth volume in a series which discusses advances in mathematical programming and financial planning.

Produktinformation

Utgivningsdatum:1996-01-04
Mått:150 x 230 x 18 mm
Vikt:562 g
Format:Inbunden
Språk:Engelska
Serie:Advances in Mathematical Programming and Financial Planning
Antal sidor:280
Förlag:Emerald Publishing Limited
ISBN:9781559387248

Utforska kategorier

Innehållsförteckning

Portfolio applications: formulation and computation of general financial with transaction costs, A. Nagurney, J. Dong; a multiple period, optimal hedge portfolio selection model, R.F. Deckro et al; simple criteria for optimal portfolio selection revisited, A. Christofi, P. Theodossious; preferential alteration of a portfolios efficient frontier - a goal programming approach, M. Scnierderjans et al; backtest results for a portfolio optimization model using certainty equivalent criteria for gamma distributed returns, R.E. Davis. Applications in finance and decision making - a dynamic programming approach with Markov process to the cost-volume-profit analysis, S. Wu et al; warranty costs for renewable warranty programs under partial redemption, A. Mitra, J.G. Patankar; financial planning with 0-1 Knapsack problem, I - domination results, D.E. O'Leary; financial planning with 0-1 Knapsack problems, II - using domination results to solve Knapsack problems, D.E. O'Leary; ranking research programs in an R&D laboratory using the analytical hierarchy process, E. Melachrinoudis. Multi-criteria applications of financial decision making: lineal goal programming approach to resource allocations - a case for Pakistan's economy, A.A.W. Rana, N.K. Kwak; a goal programming approach for hedging a portfolio with financial futures - an empirical test, J. Wingender, R. Sharda; a goal programming research equipment acquisitions, D. Kouchy, N.K. Kwak; a multiple criteria approach for sales force sizing and allocation, L.N. Spasovic et al; managing the allocation of exploration capital with a multi-objective portfolio model, R.M. Wall. Portfolio appliations: formulation and computation of general financial equilibrium with transaction costs, A. Nagurney, J. Dong; a multiple period, optimal hedge portfolio selection model, R.F. deckro et al; simple criteria for optimal portfolio selection revisited, A. Christofi, P. Theodossious; preferential alteration of a portfolio efficient frontier - a goal programming approach, M. Schniederjans et al; backtest results for a portfolio optimization model using certainty equivalent criteria for gamma distributed returns, R.E. Davis.