MARC状态：审校 文献类型：西文图书 浏览次数：41
- 题名/责任者:
- Metaheuristics for portfolio optimization : an introduction using MATLAB / G.A. Vijayalakshmi Pai.
- 出版发行项:
- London, UK : ISTE Ltd ; Hoboken, NJ, USA : John Wiley & Sons, Inc., 2018.
- ISBN:
- 9781786302816
- 载体形态项:
- xv, 292 pages : illustrations ; 24 cm.
- 丛编说明:
- Computer engineering series. Metaheuristics set ; volume 11
- 个人责任者:
- Pai, G.A. Vijayalakshmi, author.
- 论题主题:
- Metaheuristics.
- 论题主题:
- Portfolio management-Mathematics.
- 中图法分类号:
- O224
- 书目附注:
- Includes bibliographical references (pages [283]-287) and index.
- 内容附注:
- PART 1. Introduction to Portfolio Optimization -- A Brief Primer on Metaheuristics -- PART 2. Heuristic Portfolio Selection -- Metaheuristic Risk-Budgeted Portfolio Optimization -- Heuristic Optimization of Equity Market Neutral Portfolios -- Metaheuristic 130-30 Portfolio Construction -- Metaheuristic Portfolio Rebalancing with Transaction Costs -- Conclusion.
- 摘要附注:
- 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.
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