Portfolio Management with Heuristic Optimization is popular PDF and ePub book, written by Dietmar G. Maringer in 2006-07-02, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Portfolio Management with Heuristic Optimization can be Read Online from any device for your convenience.
Portfolio Management with Heuristic Optimization Book PDF Summary
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.
Detail Book of Portfolio Management with Heuristic Optimization PDF
- Author : Dietmar G. Maringer
- Release : 02 July 2006
- Publisher : Springer Science & Business Media
- ISBN : 9780387258539
- Genre : Business & Economics
- Total Page : 238 pages
- Language : English
- PDF File Size : 14,8 Mb
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