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Advances in Mathematical Programming and financial planning (inbunden)
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
280
Utgivningsdatum
1996-01-01
Förlag
JAI Press Inc.
Medarbetare
Lawrence, Kenneth D. (Rutgers University, Usa) (red.)
Illustrationer
black & white illustrations
Volymtitel
v. 4
Dimensioner
234 x 156 x 28 mm
Vikt
540 g
Antal komponenter
1
Komponenter
HC gerader Rücken kaschiert
ISSN
1048-4760
ISBN
9781559387248
Advances in Mathematical Programming and financial planning (inbunden)

Advances in Mathematical Programming and financial planning

Inbunden Engelska, 1996-01-01
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This is the fourth volume in a series which discusses advances in mathematical programming and financial planning.
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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.