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Maringer, Dietmar

Portfolio Management with Heuristic Optimization

Maringer, Dietmar - Portfolio Management with Heuristic Optimization, ebook

115,45€

Ebook, PDF with Adobe DRM
ISBN: 9780387258539
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Table of contents

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

Printing: not available
Clipboard copying: not available

Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

Author(s)
Publisher
Springer
Publication year
2005
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9780387258539

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