Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.Chapter 2 REBALANCING STRATEGIES FOR LONG-TERM INVESTORS John M . Mulvey Department of Operations Research and Financial Engineering Bendheim Center for Finance Princeton University, Princeton NJ, USAanbsp;...
Title | : | Computational Methods in Decision-Making, Economics and Finance |
Author | : | Erricos John Kontoghiorghes, B. Rustem, S. Siokos |
Publisher | : | Springer Science & Business Media - 2013-11-11 |
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