Books » Author » Soren S. Nielson
Edited by Zenios, Stavros A.; By Nielson, Soren S.; Consiglio, Andrea
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. This title provides a set of models for portfolio optimization, based on the GA...MS.Read more
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