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Portfolio Management with Heuristic Optimization
Dietmar G. Maringer
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Description for Portfolio Management with Heuristic Optimization
Paperback. Series: Advances in Computational Management Science. Num Pages: 223 pages, biography. BIC Classification: KFFM; PBUH. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 12. Weight in Grams: 343.
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; ... Read more
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; ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
223
Condition
New
Series
Advances in Computational Management Science
Number of Pages
223
Place of Publication
New York, NY, United States
ISBN
9781441938428
SKU
V9781441938428
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Dietmar G. Maringer
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 ... Read more
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