Details

Title: Metaheuristic approaches to portfolio optimization
Other creators: Ray Jhuma
Collection: Электронные книги зарубежных издательств; Общая коллекция
Subjects: Portfolio management.; Metaheuristics.; Portfolio management — Data processing.; Portfolio management — Mathematical models.; EBSCO eBooks
Document type: Other
File type: PDF
Language: English
Rights: Доступ по паролю из сети Интернет (чтение, печать, копирование)
Record key: on1111646980

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"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"--.

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Table of Contents

  • Title Page
  • Copyright Page
  • Book Series
  • Table of Contents
  • Detailed Table of Contents
  • Foreword
  • Preface
  • Chapter 1: Portfolio Optimization and Asset Allocation With Metaheuristics
  • Chapter 2: Particle Swarm Algorithm
  • Chapter 3: Bayesian Networks and Evolutionary Algorithms as a Tool for Portfolio Simulation and Optimization
  • Chapter 4: Conditional Value-at-Risk-Based Portfolio Optimization
  • Chapter 5: Metaheuristic-Based Feature Optimization for Portfolio Management
  • Chapter 6: Optimizing Social Media Data Using Genetic Algorithm
  • Chapter 7: The Genetic Algorithm
  • Chapter 8: Heuristic Optimization of Portfolio Considering Sharpe's Single Index Model
  • Chapter 9: Role of Metaheuristic Optimization in Portfolio Management for the Banking Sector
  • Compilation of References
  • About the Contributors
  • Index

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