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Practical Financial Optimization: A Library of GAMS Models
Author Soren S Nielson , Andrea Consiglio , Stavros Zenios
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 representatio....
Release Date 2010/02