Portfolio Management with Heuristic Optimization

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 con...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Maringer, Dietmar G. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer US : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Advances in Computational Management Science ; 8
Temas:
Finance.
Mathematical optimization.
Social sciences-Mathematics.
Artificial intelligence.
Financial Economics.
Optimization.
Mathematics in Business, Economics and Finance.
Artificial Intelligence.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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