000 | 02868nam a22004935i 4500 | ||
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001 | 978-0-387-25853-9 | ||
003 | DE-He213 | ||
005 | 20161121230854.0 | ||
007 | cr nn 008mamaa | ||
008 | 100301s2005 xxu| s |||| 0|eng d | ||
020 |
_a9780387258539 _9978-0-387-25853-9 |
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024 | 7 |
_a10.1007/b136219 _2doi |
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050 | 4 | _aHG1-HG9999 | |
072 | 7 |
_aKFF _2bicssc |
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072 | 7 |
_aBUS027000 _2bisacsh |
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082 | 0 | 4 |
_a332 _223 |
100 | 1 |
_aMaringer, Dietmar. _eauthor. |
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245 | 1 | 0 |
_aPortfolio Management with Heuristic Optimization _h[electronic resource] / _cby Dietmar Maringer. |
264 | 1 |
_aBoston, MA : _bSpringer US, _c2005. |
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300 |
_aXIV, 223 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aAdvances in Computational Management Science, _x1388-4301 ; _v8 |
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505 | 0 | _aPortfolio Management -- Heuristic Optimization -- Transaction Costs and Integer Constraints -- Diversification in Small Portfolios -- Cardinality Constraints for Markowitz Efficient Lines -- The Hidden Risk of Value at Risk -- Finding Relevant Risk Factors in Asset Pricing -- Concluding Remarks. | |
520 | _aPortfolio 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. | ||
650 | 0 | _aFinance. | |
650 | 0 | _aComputers. | |
650 | 0 | _aEconomics, Mathematical. | |
650 | 0 | _aMathematical optimization. | |
650 | 1 | 4 | _aFinance. |
650 | 2 | 4 | _aFinance, general. |
650 | 2 | 4 | _aOptimization. |
650 | 2 | 4 | _aQuantitative Finance. |
650 | 2 | 4 | _aComputing Methodologies. |
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9780387258522 |
830 | 0 |
_aAdvances in Computational Management Science, _x1388-4301 ; _v8 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/b136219 |
912 | _aZDB-2-SBE | ||
950 | _aBusiness and Economics (Springer-11643) | ||
999 |
_c505206 _d505206 |