Metaheuristics for portfolio optimization an introduction using MATLAB®
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 implemen...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
London, UK : Hoboken, NJ :
ISTE, Ltd. ; John Wiley & Sons, Inc
2018.
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| Colección: | Wiley ebooks.
Metaheuristics set ; 11. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b40628498*spi |
Tabla de Contenidos:
- 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.
