G A Vijayalakshmi Pai

Metaheuristics for Portfolio Optimization

An Introduction Using MATLAB

• Gebundenes Buch

Produktbeschreibung

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.

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Produktdetails

• Verlag: Wiley
• Seitenzahl: 320
• Erscheinungstermin: 13. März 2018
• Englisch
• Abmessung: 236mm x 157mm x 23mm
• Gewicht: 635g
• ISBN-13: 9781786302816
• ISBN-10: 1786302810
• Artikelnr.: 50124396

Autorenporträt

G A Vijayalakshmi Pai, PSG College of Technology, India

Inhaltsangabe

1. A Brief Primer on Metaheuristics.
2. Heuristic Portfolio Selection.
3. Risk Budgeted Portfolio Optimization.
4. Heuristic Optimization of Equity Market Neutral Portfolios.
5. Metaheuristic 130-30 Portfolio Construction.
6. Metaheuristic Portfolio Rebalancing with Transaction Costs.