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Consiglio et al., 2010 - Google Patents

Practical financial optimization: a library of GAMS models

Consiglio et al., 2010

Document ID
7280434804231066670
Author
Consiglio A
Nielsen S
Zenios S
Publication year

External Links

Snippet

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 …
Continue reading at books.google.com (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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