Title:
Metaheuristics for portfolio optimization : an introduction using MATLAB®
Author:
Pai, G. A. Vijayalakshmi, author.
ISBN:
9781119482840
9781119482789
9781119482796
9781786302816
Physical Description:
1 online resource
Series:
Metaheuristics set ; volume 11
Computer engineering series (London, England). Metaheuristics set ; 11.
Contents:
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.
Abstract:
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.
Local Note:
John Wiley and Sons
Electronic Access:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119482840Copies:
Available:*
Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 594179-1001 | HG4529.5 | Searching... | Searching... |