Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	Januar 2011
Genre:	Wirtschaft / Recht
	Angewandte Mathematik / Applications of Mathematics / Artificial Intelligence / B / Economics and Finance / Economics, Mathematical / Finance / Finance & accounting / Finance, general / Financial Economics / Künstliche Intelligenz / Mathematical optimization / Mathematics in Business, Economics and Finance / Optimierung / Optimization / Quantitative Finance mehr...
ISBN:	9781441938428
EAN-Code:	9781441938428
Verlag:	Springer EN
Einband:	Kartoniert
Sprache:	English
Serie:	#08 - Advances in Computational Management Science
Dimensionen:	H 240 mm / B 160 mm / D
Gewicht:	422 gr
Seiten:	223
Illustration:	XIV, 223 p.
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.