Abstract
Portfolio managers have to face several investment issues such as rebalancing a portfolio for optimal performance or adjusting a new set of investments depending on their client’s predefined long-term goals. Optimization-based techniques have been developed over the years to deal with these as well as some other common portfolio construction problems.
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© 2015 Carlos Oliveira
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Oliveira, C. (2015). Asset and Portfolio Optimization. In: Practical C++ Financial Programming. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4302-6716-4_13
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DOI: https://doi.org/10.1007/978-1-4302-6716-4_13
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4302-6715-7
Online ISBN: 978-1-4302-6716-4
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