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Practical Financial Optimization
A Library of GAMS Models
Av Editor:Stavros A. Zenios, Andrea Consiglio m. fl.
Inbunden, 2009
729 kr
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In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. 'GAMS' consists of a language which allows a high-level, algebraic representation of mathematical models and a set …