Practical financial optimization : a library of GAMS models /
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 a...
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| Main Author: | |
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, U.K. :
Wiley,
2009.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | CONNECT |
