Description: Multicriteria Portfolio Construction With Python, Hardcover by Sarmas, Elissaios; Xidonas, Panos; Doukas, Haris, ISBN 3030537420, ISBN-13 9783030537425, Like New Used, Free shipping in the US
This book covers topics in portfolio management and multicriteria decision analysis (MCDA), presenting a transparent and unified methodology for the portfolio construction process. The most important feature of th includes the proposed methodological framework that integrates two individual subsystems, the portfolio selection subsystem and the portfolio optimization subsystem. An additional highlight of th includes the detailed, step-by-step implementation of the proposed multicriteria algorithms in Python. The implementation is presented in detail; each step is elaborately described, from the input of the data to the extraction of the results. Algorithms are organized into small cells of code, accompanied by targeted remarks and comments, in order to help the reader to fully understand their mechanics. Readers are provided with a link to access the source code through GitHub.
This Work may also be considered as a reference which presents the state-of-art research on portfolio construction with multiple and complex investment objectives and constraints. Th consists of eight chapters. A brief introduction is provided in Chapter 1. The fundamental issues of modern portfolio theory are discussed in Chapter 2. In Chapter 3, the various multicriteria decision aid methods, either discrete or continuous, are concisely described. In Chapter 4, a comprehensive review of the published literature in the field of multicriteria portfolio management is considered. In Chapter 5, an integrated and original multicriteria portfolio construction methodology is developed. Chapter 6 presents the web-based information system, in which the suggested methodological framework has been implemented. In Chapter 7, the experimental application of the proposed methodology is discussed and in Chapter 8, the authors provide overall conclusions.The readership of th aims to be a diverse group, including fund managers, risk managers, investment advisors, bankers, private investors, analytics scientists, operations researchers scientists, and computer engineers, to name just several. Portions of th may be used as instructional for either advanced undergraduate or post-graduate courses in investment analysis, portfolio engineering, decision science, computer science, or financial engineering.
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Book Title: Multicriteria Portfolio Construction with Python
Number of Pages: IX, 176 Pages
Language: English
Publisher: Springer International Publishing A&G
Topic: Operations Research, Applied
Publication Year: 2020
Illustrator: Yes
Genre: Mathematics, Business & Economics
Item Weight: 16 Oz
Author: Panos Xidonas, Elissaios Sarmas, Haris Doukas
Item Length: 9.3 in
Book Series: Springer Optimization and Its Applications Ser.
Item Width: 6.1 in
Format: Hardcover
