Metaheuristics for Portfolio Optimization: An Introduction using MATLAB (Metaheuristics Set)
Authors: G. A. Vijayalakshmi Pai
ISBN-10: 1786302810
ISBN-13: 9781786302816
Edition 版本: 1
Released: 2018-03-13
Pages: 316 pages
Contents
Preface
PART1
1.Introduction to Portfolio Optimization
2.A Brief Primer on Metaheuristics
PART2
3.Heuristic Portfolio Selection
4.Metaheuristic Risk-Budgeted Portfolio Optimization
5.Heuristic Optimization of Equity Market Neutral Portfolios
6.Metaheuristic 130-30 Portfolio Construction
7.Metaheuristic Portfolio Rebalancing with Transaction Costs
Conclusion
Bibliography
Index
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