Description: Portfolio Management with Heuristic Optimization by Dietmar G. Maringer Estimated delivery 3-12 business days Format Paperback Condition Brand New Description 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; Publisher Description Portfolio 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. Author Biography PD Dr. Dietmar Maringer University of Erfurt - Germany Education: 1993: Business Administration and Computer Science at the Technical University of Vienna and at the University of Vienna 1997: PhD., University of Vienna 1997: M.Phil. at the University of Cambridge, UK Positions: till 2002: Assistant at the Centre for Business Studies, University of Vienna since Nov. 2002: Assistant Professor at the University of Erfurt Research interests: Finance, Financial Econometrics, Computational Economics and Computational Finance Heuristic Optimisation Details ISBN 1441938427 ISBN-13 9781441938428 Title Portfolio Management with Heuristic Optimization Author Dietmar G. Maringer Format Paperback Year 2011 Pages 223 Edition 1st Publisher Springer-Verlag New York Inc. GE_Item_ID:144222790; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 124.39 USD
Location: Fairfield, Ohio
End Time: 2024-12-01T03:35:16.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9781441938428
Book Title: Portfolio Management with Heuristic Optimization
Number of Pages: Xiv, 223 Pages
Language: English
Publication Name: Portfolio Management with Heuristic Optimization
Publisher: Springer
Subject: Investments & Securities / Portfolio Management, Finance / General, Investments & Securities / Analysis & Trading Strategies, Applied, Optimization
Publication Year: 2011
Item Weight: 16 Oz
Type: Textbook
Item Length: 9.4 in
Subject Area: Mathematics, Business & Economics
Author: Dietmar G. Maringer
Series: Advances in Computational Management Science Ser.
Item Width: 6.3 in
Format: Trade Paperback