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Practical Financial Optimization: A Library of GAMS Models

By Andrea Consiglio (Editor), Soren Nielsen (Editor), Stavros A. Zenios (Editor)
eBook
$91.00
By Andrea Consiglio (Editor), Soren Nielsen (Editor), Stavros A. Zenios (Editor)
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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 of solvers – numerical algorithms – to solve them. The system was developed in response to the need for powerful and flexible front-end tools to manage large, real-life models.

The work begins wit...

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