Portfolio management with heuristic optimization:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Dordrecht
Springer
2005
|
| Schriftenreihe: | Advances in computational management science
8 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | Zugl.: Erfurt, Univ., Habil.-Schr. |
| Beschreibung: | XIV, 222 S. graph. Darst. |
| ISBN: | 0387258523 9780387258522 |
Internformat
MARC
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| 245 | 1 | 0 | |a Portfolio management with heuristic optimization |c by Dietmar Maringer |
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| 650 | 4 | |a Portfolio management | |
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Datensatz im Suchindex
| _version_ | 1804133540607033344 |
|---|---|
| adam_text | Contents
1.
1.1
1.1.1
1.1.2
1.1.3
1.2
1.2.1
1.2.2
1.2.3
1.2.4
1.3
1.4
2.
2.1
2.1.1
2.1.2
2.2
2.2.1
2.2.2
2.3
2.3.1
2.3.2
2.3.3
2.3.4
2.4
2.4.1
2.4.2
2.4.3
2.5
3.
3.1
3.2
3.2.1
3.2.2
3.2.3
3.3
3.3.1
3.3.2
3.3.3
3.4
3.5
4.
4.1
4.2
4.2.1
4.2.2
4.2.3
4.3
4.3.1
4.3.2
4.3.3
4.4
5.
5.1
5.1.1
5.1.2
5.2
5.2.1
5.2.2
5.2.3
5.3
5.3.1
5.3.2
5.3.3
5.4
5.5
6.
6.1
6.2
6.2.1
6.2.2
6.3
6.3.1
6.3.2
6.3.3
6.4
6.4.1
6.4.2
Stock Portfolios
6.5
6.5.1
6.5.2
6.6
7.
7.1
7.2
7.2.1
7.2.2
7.3
7.3.1
xiv Contents
7.3.2
7.3.3
7.4
8.
Bibliography
Index
Portfolio Managementwith
-
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 (linear, proportional and combined) of transaction costs
together with integer constraints and limitations on the initial 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;.,as the relevant risk constraint; the problem factor selection for the
Arbitrage Pricing Theory.
|
| any_adam_object | 1 |
| author | Maringer, Dietmar G. |
| author_facet | Maringer, Dietmar G. |
| author_role | aut |
| author_sort | Maringer, Dietmar G. |
| author_variant | d g m dg dgm |
| building | Verbundindex |
| bvnumber | BV019993396 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4529 |
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| callnumber-subject | HG - Finance |
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| classification_tum | WIR 160f |
| ctrlnum | (OCoLC)884594474 (DE-599)BVBBV019993396 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV019993396 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:10:21Z |
| institution | BVB |
| isbn | 0387258523 9780387258522 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013315248 |
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| physical | XIV, 222 S. graph. Darst. |
| publishDate | 2005 |
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| series | Advances in computational management science |
| series2 | Advances in computational management science |
| spelling | Maringer, Dietmar G. Verfasser aut Portfolio management with heuristic optimization by Dietmar Maringer Dordrecht Springer 2005 XIV, 222 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advances in computational management science 8 Zugl.: Erfurt, Univ., Habil.-Schr. Analyse financière Gestion de portefeuille Optimaliseren gtt Portfolio-theorie gtt Investment analysis Portfolio management Heuristik (DE-588)4024772-7 gnd rswk-swf Heuristische Programmierung (DE-588)4434810-1 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Portofoliomanagement gnd rswk-swf Portfolio Selection (DE-588)4046834-3 s DE-604 Portofoliomanagement f Heuristik (DE-588)4024772-7 s Heuristische Programmierung (DE-588)4434810-1 s DE-188 Advances in computational management science 8 (DE-604)BV012138998 8 Digitalisierung UBPassau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013315248&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013315248&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Maringer, Dietmar G. Portfolio management with heuristic optimization Advances in computational management science Analyse financière Gestion de portefeuille Optimaliseren gtt Portfolio-theorie gtt Investment analysis Portfolio management Heuristik (DE-588)4024772-7 gnd Heuristische Programmierung (DE-588)4434810-1 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4024772-7 (DE-588)4434810-1 (DE-588)4046834-3 (DE-588)4113937-9 |
| title | Portfolio management with heuristic optimization |
| title_auth | Portfolio management with heuristic optimization |
| title_exact_search | Portfolio management with heuristic optimization |
| title_full | Portfolio management with heuristic optimization by Dietmar Maringer |
| title_fullStr | Portfolio management with heuristic optimization by Dietmar Maringer |
| title_full_unstemmed | Portfolio management with heuristic optimization by Dietmar Maringer |
| title_short | Portfolio management with heuristic optimization |
| title_sort | portfolio management with heuristic optimization |
| topic | Analyse financière Gestion de portefeuille Optimaliseren gtt Portfolio-theorie gtt Investment analysis Portfolio management Heuristik (DE-588)4024772-7 gnd Heuristische Programmierung (DE-588)4434810-1 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Analyse financière Gestion de portefeuille Optimaliseren Portfolio-theorie Investment analysis Portfolio management Heuristik Heuristische Programmierung Portfolio Selection Hochschulschrift Portofoliomanagement |
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