Description: Portfolio Management With Heuristic Optimization, Hardcover by Maringer, Dietmar, ISBN 0387258523, ISBN-13 9780387258522, Like New Used, Free shipping in the US Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its assumptions, approaches and the limitations when "traditional" optimization techniques are to be applied. In addition, the basic concepts of several heuristic optimization techniques are presented along with examples of how to implement them for financial optimization problems. The second part (Applications and Contributions) consists of five chapters, covering different problems in financial optimization: the effects of (linear, proportional and combined) transaction costs together with integer constraints and limitations on the initital endowment to be invested; the diversification in small portfolios; the effect of cardinality constraints on the Markowitz efficient line; the effects (and hidden risks) of Value-at-Risk when used the relevant risk constraint; the problem factor selection for the Arbitrage Pricing Theory.
Price: 125.97 USD
Location: Jessup, Maryland
End Time: 2024-11-16T11:33:56.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Return policy details:
Book Title: Portfolio Management With Heuristic Optimization
Number of Pages: Xiv, 223 Pages
Publication Name: Portfolio Management with Heuristic Optimization
Language: English
Publisher: Springer
Publication Year: 2005
Subject: Investments & Securities / Portfolio Management, Finance / General, Applied, Optimization
Type: Textbook
Item Weight: 40.2 Oz
Item Length: 9.1 in
Subject Area: Mathematics, Business & Economics
Author: Dietmar G. Maringer
Series: Advances in Computational Management Science Ser.
Item Width: 6.1 in
Format: Hardcover
