This is a preview. Log in through your library . Abstract ABSTRACT This paper presents a reconstruction technique in which nonlinear optimization is used in combination with an impact model to quickly ...

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...

Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...