finelybook
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
Publication Date 出版日期: 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
Other titles from iSTE in Computer Engineering
Metaheuristics for Portfolio Optimization An Introduction using MATLAB
相关推荐
- Ultimate Certified Kubernetes Application Developer Certification Guide: From Kubernetes Fundamentals to CKAD Certification Success
- LLM-Assisted Software Design, a Pattern Language for New Practices
- A Practical Guide to Logistic Regression Using Stata
- Emerging Hybrid Models for Neuromorphic AI and Quantum Computing
