Maringer, Dietmar
Portfolio Management with Heuristic Optimization
1. Portfolio Management
2. Heuristic Optimization
3. Transaction Costs and Integer Constraints
4. Diversification in Small Portfolios
5. Cardinality Constraints for Markowitz Efficient Lines
6. The Hidden Risk of Value at Risk
7. Finding Relevant Risk Factors in Asset Pricing
8. Concluding Remarks
DRM-restrictions
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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000
- Author(s)
- Maringer, Dietmar
- Publisher
- Springer
- Publication year
- 2005
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780387258539