Portfolio Management With Heuristic Optimization
Check out these related products
- $71.20 List price $74.95Save $3.75
- $349.00 Was $359.00Save $10.00
- $239.00 Was $269.00Save $30.00
- $102.98 Was $119.00Save $16.02
- $179.00 Was $189.00Save $10.00
- $102.98 Was $126.00Save $23.02
- $189.52 Was $204.94Save $15.42
- $75.28 Was $79.99Save $4.71
- $219.00 Was $239.00Save $20.00
About this item
About this item
Important Made in USA Origin Disclaimer: For certain items sold by Walmart on Walmart.com, the displayed country of origin information may not be accurate or consistent with manufacturer information. For updated, accurate country of origin data, it is recommended that you rely on product packaging or manufacturer information.
Paperback, Not Avail, 2010, ISBN13 9781441938428, ISBN10 1441938427
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.
|Number of Pages:||250|
|Number in Series:||1|
|Author:||Maringer, Dietmar G.|
|Publication Date:||December, 2005|
|Digital Video Formats:||Paperback|
|Assembled Product Dimensions (L x W x H):||6.25 x 9.25 x 0.50 IN|
Ask a question
If you would like to share feedback with us about pricing, delivery or other customer service issues, please contact customer service directly.
Walmart does not sponsor, recommend or endorse any third party product or service, or any customer ideas or advice.
Questions will be checked against our question guidelines and posted within five to seven business days.
Consider these popular products
- $17.00 List price $22.00Save $5.00
- $11.90 List price $19.99Save $8.09
- $20.27 List price $29.99Save $9.72
- $14.15 Was $16.03Save $1.88
- $13.68 List price $22.99Save $9.31
- $14.72 List price $24.99Save $10.27
- $13.26 Was $13.96Save $0.70
- $10.62 List price $18.00Save $7.38
- $10.48 List price $17.95Save $7.47
- $6.31 Was $6.95Save $0.64
- $54.35 List price $66.50Save $12.15
- $14.81 List price $19.95Save $5.14