Articoli correlati a Portfolio Management with Heuristic Optimization: 8
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.
L'autore:
Contenuti:
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
Portfolio Management.- Heuristic Optimization.- Transaction Costs and Integer Constraints.- Diversification in Small Portfolios.- Cardinality Constraints for Markowitz Efficient Lines.- The Hidden Risk of Value at Risk.- Finding Relevant Risk Factors in Asset Pricing.- Concluding Remarks.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreSpringer
- Data di pubblicazione2011
- ISBN 10 1441938427
- ISBN 13 9781441938428
- RilegaturaCopertina flessibile
- Numero di pagine240
Compra nuovo
Scopri di più su questo articolo
EUR 101,43
Spese di spedizione:
GRATIS
In U.S.A.
I migliori risultati di ricerca su AbeBooks
Immagini fornite dal venditore
Portfolio Management with Heuristic Optimization (Advances in Computational Management Science) by Maringer, Dietmar G. [Paperback ]
Print on Demand
Da:
Valutazione libreria
Descrizione libro Soft Cover. Condizione: new. This item is printed on demand. Codice articolo 9781441938428
Compra nuovo
EUR 101,43
Convertire valuta
Foto dell'editore
Portfolio Management with Heuristic Optimization (Advances in Computational Management Science, 8)
Da:
Valutazione libreria
Descrizione libro Condizione: New. Codice articolo ABLIING23Mar2411530295354
Compra nuovo
EUR 110,46
Convertire valuta
Immagini fornite dal venditore
Portfolio Management with Heuristic Optimization
Editore:
Springer US Jan 2011
(2011)
ISBN 10: 1441938427
ISBN 13: 9781441938428
Nuovo
Taschenbuch
Quantità: 2
Da:
Valutazione libreria
Descrizione libro Taschenbuch. 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 9781441938428
Compra nuovo
EUR 106,99
Convertire valuta
Immagini fornite dal venditore
Portfolio Management with Heuristic Optimization
Editore:
Springer US
(2011)
ISBN 10: 1441938427
ISBN 13: 9781441938428
Nuovo
Brossura
Quantità: > 20
Da:
Valutazione libreria
Descrizione libro 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 4174214
Compra nuovo
EUR 92,27
Convertire valuta
Immagini fornite dal venditore
Portfolio Management with Heuristic Optimization
Editore:
Springer US
(2011)
ISBN 10: 1441938427
ISBN 13: 9781441938428
Nuovo
Taschenbuch
Quantità: 1
Da:
Valutazione libreria
Descrizione libro Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9781441938428
Compra nuovo
EUR 109,42
Convertire valuta
Foto dell'editore
Portfolio Management with Heuristic Optimization
Da:
Valutazione libreria
Descrizione libro Paperback. Condizione: Brand New. 236 pages. 9.45x6.30x0.55 inches. In Stock. Codice articolo x-1441938427
Compra nuovo
EUR 134,67
Convertire valuta
Foto dell'editore
Portfolio Management with Heuristic Optimization
Print on Demand
Da:
Valutazione libreria
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9781441938428_lsuk
Compra nuovo
EUR 164,49
Convertire valuta