Amvik eBook Solutions

Index tracking is a very popular passive investment strategy. Since an index cannot be traded directly, index tracking refers to the process of creating a portf

An in-depth overview of the index tracking problem analyzing all the caveats and practical issues an investor might have, such as the frequent rebalancing of we

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza

This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different perfo