John Wiley & Sons Metaheuristics for Portfolio Optimization Cover The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and .. Product #: 978-1-78630-281-6 Regular price: $139.25 $139.25 Auf Lager

Metaheuristics for Portfolio Optimization

An Introduction using MATLAB

Vijayalakshmi Pai, G. A.

Cover

1. Auflage Januar 2018
316 Seiten, Hardcover
Wiley & Sons Ltd

ISBN: 978-1-78630-281-6
John Wiley & Sons

Jetzt kaufen

Preis: 149,00 €

Preis inkl. MwSt, zzgl. Versand

Weitere Versionen

epubpdf

The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book.

1. A Brief Primer on Metaheuristics.
2. Heuristic Portfolio Selection.
3. Risk Budgeted Portfolio Optimization.
4. Heuristic Optimization of Equity Market Neutral Portfolios.
5. Metaheuristic 130-30 Portfolio Construction.
6. Metaheuristic Portfolio Rebalancing with Transaction Costs.