Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Austrian Post 5.49 € DPD courier 3.99 € DPD point 2.99 €

Contact

How to shop

Help

My account

▸ Empty :-(

Portfolio Management with Heuristic Optimization

Name: Portfolio Management with Heuristic Optimization
Brand: Springer-Verlag New York Inc.
SKU: 01422397
Price: 117.29 EUR
Availability: InStock
Author: Dietmar G. Maringer
ISBN: 9781441938428

Dietmar G. Maringer

Language

English

Book Paperback

Libristo code: 01422397

Publishers Springer-Verlag New York Inc., October 2010

Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations)... Full description

Libristo code: 01422397

287 b

117.29 € VAT included

Low in stock at our supplier Shipping in 11-15 days

Delivery to Austria

30-day return policy

Customers also purchased

Theorie Der Analytischen Funktionen Einer Komplexen Veranderlichen Heinrich Behnke

Hardback

65.69 €

Der Held ohne Klasse 3 Nanae Akio

Paperback

10.29 €

Emotionen und soziale Strukturen Christian von Scheve

Paperback

45.79 €

MARCO POLO Cityplan Wien 1:12.000

Map

7.99 €

Lexicographie spécialisée en langues africaines Dion Nkomo

Paperback

51.49 €

Sevilla, una oracion Salcedo Ramirez Rafael Salcedo Ramirez

Paperback

19.39 €

Yoga für Läufer Sandra Blanz

Paperback

22.49 €

Alexander Iven 1854-1934 Antonia Mentel

Paperback

29.90 €

4x4 Drums Paul Neumann

Paperback

57.39 €

Besser als die Mensa Simon Janik

Paperback

16.99 €

Kein schöner Land Leander Steinkopf

Hardback

19.59 €

Leibniz, Newton und die Erfindung der Zeit Thomas de Padova

Paperback

14.00 €

Dictionnaire des idees recues Gustave Flaubert

Paperback

7.99 €

In der Strafkolonie Franz Kafka

Paperback

15.29 €

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.