G. A. (PSG College of Technology, Coimbatore, India) Vijayalakshmi Pai,
GA Vijayalakshmi P
Metaheuristics for Portfolio Optimization – An Introduction using MATLAB
An Introduction using MATLAB
Gebonden Engels 2018 9781786302816
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book.
Specificaties
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
1. A Brief Primer on Metaheuristics.
<br /> 2. Heuristic Portfolio Selection.
<br /> 3. Risk Budgeted Portfolio Optimization.
<br /> 4. Heuristic Optimization of Equity Market Neutral Portfolios.
<br /> 5. Metaheuristic 130–30 Portfolio Construction.
<br /> 6. Metaheuristic Portfolio Rebalancing with Transaction Costs.
<br /> 2. Heuristic Portfolio Selection.
<br /> 3. Risk Budgeted Portfolio Optimization.
<br /> 4. Heuristic Optimization of Equity Market Neutral Portfolios.
<br /> 5. Metaheuristic 130–30 Portfolio Construction.
<br /> 6. Metaheuristic Portfolio Rebalancing with Transaction Costs.
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan