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  • 1
    Online Resource
    Online Resource
    Natural Computing in Computational Finance (2010)
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Details
    UID:
    b3kat_BV036606450
    Format: 1 Online-Ressource (XXVI, 212, 2 S.) , zahlr. graph. Darst.
    ISBN: 9783642139499 , 9783642139505
    Series Statement: Studies in Computational Intelligence 293
    Language: German
    Keywords: Kreditmarkt ; Entscheidungsfindung ; Evolutionärer Algorithmus ; Computerunterstütztes Verfahren ; Kreditmarkt ; Entscheidungsfindung ; Mehragentensystem ; Aufsatzsammlung
    DOI: 10.1007/978-3-642-13950-5
    URL: Volltext
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    BTU Cottbus
    TU Berlin
  • 2
    Online Resource
    Online Resource
    Portfolio management with heuristic optimization (2005)
    Dordrecht : Springer
    Details
    UID:
    b3kat_BV022309066
    Format: 1 Online-Ressource
    ISBN: 0387258523 , 9780387258522 , 9780387258539
    Series Statement: Advances in computational management science 8
    Note: Zugl.: Erfurt, Univ., Habil.-Schr.
    Language: English
    Subjects: Economics
    RVK:
    QK 810
    RVK:
    QP 343
    RVK:
    QP 810
    Keywords: Portofoliomanagement ; Heuristik ; Portfolio Selection ; Heuristische Programmierung ; Hochschulschrift ; Portofoliomanagement
    DOI: 10.1007/b136219
    URL: Volltext
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    BTU Cottbus
  • 3
    Online Resource
    Online Resource
    Portfolio Management with Heuristic Optimization (2005)
    New York, NY :Springer US :
    Details
    UID:
    almahu_9949285052802882
    Format: XIV, 223 p. , online resource.
    Edition: 1st ed. 2005.
    ISBN: 9780387258539
    Series Statement: Advances in Computational Management Science ; 8
    Content: 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.
    Note: Portfolio Management -- Heuristic Optimization -- Transaction Costs and Integer Constraints -- Diversification in Small Portfolios -- Cardinality Constraints for Markowitz Efficient Lines -- The Hidden Risk of Value at Risk -- Finding Relevant Risk Factors in Asset Pricing -- Concluding Remarks.
    In: Springer Nature eBook
    Additional Edition: Printed edition: ISBN 9781441938428
    Additional Edition: Printed edition: ISBN 9780387507118
    Additional Edition: Printed edition: ISBN 9780387258522
    Language: English
    DOI: 10.1007/b136219
    URL: https://doi.org/10.1007/b136219
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    HU Berlin
  • 4
    Online Resource
    Online Resource
    Arbeitsbuch zur Finanzwirtschaft für Anfänger / (1999)
    München :De Gruyter,
    Details
    UID:
    edocfu_9958356027502883
    Format: 1 online resource(252p.) : , illustrations.
    Edition: Electronic reproduction. München : De Gruyter, 1999. Mode of access: World Wide Web.
    Edition: System requirements: Web browser.
    Edition: Access may be restricted to users at subscribing institutions.
    ISBN: 9783486799583
    Series Statement: Lehr- und Handbücher zur entscheidungsorientierten Betriebswirtschaft
    Content: Ergänzende und vertiefende Lernhilfe zum Lehrbuch "Finanzwirtschaft für Anfänger". Es richtet sich an alle, die erste Kenntnisse in den Bereichen Finanzmathematik, Investitionsrechnung und Emission junger Aktien zu erwerben haben.
    Note: Frontmatter -- , Vorwort -- , Inhaltsverzeichnis -- , 1. Finanzmathematik -- , 2. Statische Kriterien -- , 3. Dynamische Investitionsrechnung -- , 4. Vergleich dynamischer und statischer Methoden -- , 5. Ausgewählte Spezialgebiete der Finanzwirtschaft -- , 6. Emission junger Aktien -- , Anhang: Formelsammlung für die Diplomprüfung aus Grundzüge der Betriebwirtschaftslehre -- , Literaturverzeichnis. , In German
    Language: German
    DOI: 10.1515/9783486799583
    URL: https://doi.org/10.1524/9783486799583
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    FU Berlin
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