Metaheuristic approaches to portfolio optimization:
"This book explores the aspects of industrial portfolio management with reference to proper selection of financial instruments in a financial portfolio management scenario from a metaheuristic approach. It also illustrates the common measures used for the evaluation of risks/returns of portfoli...
Gespeichert in:
| Weitere Verfasser: | , , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) :
IGI Global,
2019.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | "This book explores the aspects of industrial portfolio management with reference to proper selection of financial instruments in a financial portfolio management scenario from a metaheuristic approach. It also illustrates the common measures used for the evaluation of risks/returns of portfolios in real life situations"-- |
| Beschreibung: | 17 PDFs (263 pages) Also available in print. |
| Format: | Mode of access: World Wide Web. |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9781522581048 |
| Zugangseinschränkungen: | Restricted to subscribers or individual electronic text purchasers. |
Internformat
MARC
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| 082 | 7 | |a 332.6 |2 23 | |
| 245 | 0 | 0 | |a Metaheuristic approaches to portfolio optimization |c Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors. |
| 264 | 1 | |a Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) : |b IGI Global, |c 2019. | |
| 300 | |a 17 PDFs (263 pages) | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a electronic |2 isbdmedia | ||
| 338 | |a online resource |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Chapter 1. Portfolio optimization and asset allocation with metaheuristics: a review -- Chapter 2. Particle swarm algorithm: an application on portfolio optimization -- Chapter 3. Bayesian networks and evolutionary algorithms as a tool for portfolio simulation and optimization -- Chapter 4. Conditional value-at-risk-based portfolio optimization: an ant colony optimization approach -- Chapter 5. Metaheuristic-based feature optimization for portfolio management -- Chapter 6. Optimizing social media data using genetic algorithm -- Chapter 7. The genetic algorithm: an application on portfolio optimization -- Chapter 8. Heuristic optimization of portfolio considering sharpe's single index model: an analytical approach -- Chapter 9. Role of metaheuristic optimization in portfolio management for the banking sector: a case study. | |
| 506 | |a Restricted to subscribers or individual electronic text purchasers. | ||
| 520 | 3 | |a "This book explores the aspects of industrial portfolio management with reference to proper selection of financial instruments in a financial portfolio management scenario from a metaheuristic approach. It also illustrates the common measures used for the evaluation of risks/returns of portfolios in real life situations"-- |c Provided by publisher. | |
| 530 | |a Also available in print. | ||
| 538 | |a Mode of access: World Wide Web. | ||
| 588 | |a Description based on title screen (IGI Global, viewed 07/32/2019). | ||
| 650 | 0 | |a Metaheuristics. | |
| 650 | 0 | |a Portfolio management |x Data processing. | |
| 650 | 0 | |a Portfolio management |x Mathematical models. | |
| 700 | 1 | |a Dey, Sadhan Kumar, |e editor. | |
| 700 | 1 | |a Klepacs, Goran, |e editor. | |
| 700 | 1 | |a Mukherjee, Anirban |d 1972- |e editor. | |
| 700 | 1 | |a Ray, Jhuma |d 1980- |e editor. | |
| 710 | 2 | |a IGI Global, |e publisher. | |
| 776 | 0 | |c (Original) |w (DLC)2018047357 | |
| 776 | 0 | 8 | |i Print version: |z 1522581030 |z 9781522581031 |w (DLC) 2018047357 |
| 856 | 4 | 0 | |l FWS01 |p ZDB-98-IGB |q FWS_PDA_IGB |u http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-8103-1 |3 Volltext |
| 912 | |a ZDB-98-IGB | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-98-IGB-00214496 |
|---|---|
| _version_ | 1816797081355943936 |
| adam_text | |
| any_adam_object | |
| author2 | Dey, Sadhan Kumar Klepacs, Goran Mukherjee, Anirban 1972- Ray, Jhuma 1980- |
| author2_role | edt edt edt edt |
| author2_variant | s k d sk skd g k gk a m am j r jr |
| author_facet | Dey, Sadhan Kumar Klepacs, Goran Mukherjee, Anirban 1972- Ray, Jhuma 1980- |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
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| callnumber-subject | HG - Finance |
| collection | ZDB-98-IGB |
| contents | Chapter 1. Portfolio optimization and asset allocation with metaheuristics: a review -- Chapter 2. Particle swarm algorithm: an application on portfolio optimization -- Chapter 3. Bayesian networks and evolutionary algorithms as a tool for portfolio simulation and optimization -- Chapter 4. Conditional value-at-risk-based portfolio optimization: an ant colony optimization approach -- Chapter 5. Metaheuristic-based feature optimization for portfolio management -- Chapter 6. Optimizing social media data using genetic algorithm -- Chapter 7. The genetic algorithm: an application on portfolio optimization -- Chapter 8. Heuristic optimization of portfolio considering sharpe's single index model: an analytical approach -- Chapter 9. Role of metaheuristic optimization in portfolio management for the banking sector: a case study. |
| ctrlnum | (CaBNVSL)slc20703152 (OCoLC)1111722505 |
| 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 | Electronic eBook |
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| id | ZDB-98-IGB-00214496 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T14:51:54Z |
| institution | BVB |
| isbn | 9781522581048 |
| language | English |
| oclc_num | 1111722505 |
| open_access_boolean | |
| owner | DE-863 DE-BY-FWS |
| owner_facet | DE-863 DE-BY-FWS |
| physical | 17 PDFs (263 pages) Also available in print. |
| psigel | ZDB-98-IGB |
| publishDate | 2019 |
| publishDateSearch | 2019 |
| publishDateSort | 2019 |
| publisher | IGI Global, |
| record_format | marc |
| spelling | Metaheuristic approaches to portfolio optimization Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors. Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) : IGI Global, 2019. 17 PDFs (263 pages) text rdacontent electronic isbdmedia online resource rdacarrier Includes bibliographical references and index. Chapter 1. Portfolio optimization and asset allocation with metaheuristics: a review -- Chapter 2. Particle swarm algorithm: an application on portfolio optimization -- Chapter 3. Bayesian networks and evolutionary algorithms as a tool for portfolio simulation and optimization -- Chapter 4. Conditional value-at-risk-based portfolio optimization: an ant colony optimization approach -- Chapter 5. Metaheuristic-based feature optimization for portfolio management -- Chapter 6. Optimizing social media data using genetic algorithm -- Chapter 7. The genetic algorithm: an application on portfolio optimization -- Chapter 8. Heuristic optimization of portfolio considering sharpe's single index model: an analytical approach -- Chapter 9. Role of metaheuristic optimization in portfolio management for the banking sector: a case study. Restricted to subscribers or individual electronic text purchasers. "This book explores the aspects of industrial portfolio management with reference to proper selection of financial instruments in a financial portfolio management scenario from a metaheuristic approach. It also illustrates the common measures used for the evaluation of risks/returns of portfolios in real life situations"-- Provided by publisher. Also available in print. Mode of access: World Wide Web. Description based on title screen (IGI Global, viewed 07/32/2019). Metaheuristics. Portfolio management Data processing. Portfolio management Mathematical models. Dey, Sadhan Kumar, editor. Klepacs, Goran, editor. Mukherjee, Anirban 1972- editor. Ray, Jhuma 1980- editor. IGI Global, publisher. (Original) (DLC)2018047357 Print version: 1522581030 9781522581031 (DLC) 2018047357 FWS01 ZDB-98-IGB FWS_PDA_IGB http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-8103-1 Volltext |
| spellingShingle | Metaheuristic approaches to portfolio optimization Chapter 1. Portfolio optimization and asset allocation with metaheuristics: a review -- Chapter 2. Particle swarm algorithm: an application on portfolio optimization -- Chapter 3. Bayesian networks and evolutionary algorithms as a tool for portfolio simulation and optimization -- Chapter 4. Conditional value-at-risk-based portfolio optimization: an ant colony optimization approach -- Chapter 5. Metaheuristic-based feature optimization for portfolio management -- Chapter 6. Optimizing social media data using genetic algorithm -- Chapter 7. The genetic algorithm: an application on portfolio optimization -- Chapter 8. Heuristic optimization of portfolio considering sharpe's single index model: an analytical approach -- Chapter 9. Role of metaheuristic optimization in portfolio management for the banking sector: a case study. Metaheuristics. Portfolio management Data processing. Portfolio management Mathematical models. |
| title | Metaheuristic approaches to portfolio optimization |
| title_auth | Metaheuristic approaches to portfolio optimization |
| title_exact_search | Metaheuristic approaches to portfolio optimization |
| title_full | Metaheuristic approaches to portfolio optimization Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors. |
| title_fullStr | Metaheuristic approaches to portfolio optimization Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors. |
| title_full_unstemmed | Metaheuristic approaches to portfolio optimization Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors. |
| title_short | Metaheuristic approaches to portfolio optimization |
| title_sort | metaheuristic approaches to portfolio optimization |
| topic | Metaheuristics. Portfolio management Data processing. Portfolio management Mathematical models. |
| topic_facet | Metaheuristics. Portfolio management Data processing. Portfolio management Mathematical models. |
| url | http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-8103-1 |
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