Articoli correlati a Portfolio Management with Heuristic Optimization: 8
Sinossi
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
PD Dr. Dietmar Maringer
University of Erfurt - Germany
Education:
1993: Business Administration and Computer Science at the Technical University of Vienna and at the University of Vienna
1997: PhD., University of Vienna
1997: M.Phil. at the University of Cambridge, UK
Positions:
till 2002: Assistant at the Centre for Business Studies, University of Vienna
since Nov. 2002: Assistant Professor at the University of Erfurt
Research interests: Finance, Financial Econometrics, Computational Economics and Computational Finance
Heuristic Optimisation
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Compra usato
Condizioni: molto buonoMost items will be dispatched the...
Visualizza questo articolo
EUR 68,65
EUR 6,45 per la spedizione da Regno Unito a U.S.A.
Destinazione, tempi e costiCompra nuovo
Visualizza questo articolo
EUR 94,95
EUR 7,56 per la spedizione in U.S.A.
Destinazione, tempi e costi
Risultati della ricerca per Portfolio Management with Heuristic Optimization: 8
Immagini fornite dal venditore
Portfolio Management with Heuristic Optimization: 8 (Advances in Computational Management Science, 8)
Da: WeBuyBooks, Rossendale, LANCS, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo wbs2159169040
Quantità: 1 disponibili
Foto dell'editore
Portfolio Management with Heuristic Optimization (Advances in Computational Management Science, 8)
Da: Best Price, Torrance, CA, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. SUPER FAST SHIPPING. Codice articolo 9780387258522
Quantità: 2 disponibili
Foto dell'editore
Portfolio Management with Heuristic Optimization (Advances in Computational Management Science, 8)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo ABLIING23Feb2215580171368
Quantità: Più di 20 disponibili
Foto dell'editore
Portfolio Management with Heuristic Optimization (Advances in Computational Management Science, 8)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9780387258522_new
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Portfolio Management with Heuristic Optimization
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 effectsof (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. 240 pp. Englisch. Codice articolo 9780387258522
Quantità: 2 disponibili
Immagini fornite dal venditore
Portfolio Management with Heuristic Optimization
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 4 su 5 stelle
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Discusses demanding problems often faced in practice and presents solution approachesCombines theoretical and general presentation of Heuristic Optimization with practical applications to financial problems and demonstrates with empirical studies . Codice articolo 5909560
Quantità: Più di 20 disponibili
Foto dell'editore
Portfolio Management with Heuristic Optimization
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. pp. 240. Codice articolo 26319484
Quantità: 4 disponibili
Foto dell'editore
Portfolio Management with Heuristic Optimization
Editore:
Springer-Verlag New York Inc., 2005
ISBN 10: 0387258523
ISBN 13: 9780387258522
Nuovo
Rilegato
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 544. Codice articolo C9780387258522
Quantità: Più di 20 disponibili
Foto dell'editore
Portfolio Management with Heuristic Optimization
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. Print on Demand pp. 240 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Codice articolo 7561251
Quantità: 4 disponibili
Foto dell'editore
Portfolio Management with Heuristic Optimization
Print on DemandDa: Biblios, Frankfurt am main, HESSE, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: New. PRINT ON DEMAND pp. 240. Codice articolo 18319478
Quantità: 4 disponibili