UID:
almafu_9959328275602883
Format:
1 online resource
ISBN:
9781119482840
,
1119482844
,
9781119482789
,
111948278X
,
9781119482796
,
1119482798
Series Statement:
Metaheuristics set ; volume 11
Content:
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.
Note:
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.
Additional Edition:
Print version : ISBN 9781786302816
Language:
English
Keywords:
Electronic books.
DOI:
10.1002/9781119482840
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119482840
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