Portfolio Management with Heuristic Optimization pdf epub mobi txt 电子书 下载 2025
- Portfolio Management
- Heuristic Optimization
- Financial Modeling
- Investment Strategies
- Optimization Algorithms
- Quantitative Finance
- Asset Allocation
- Machine Learning
- Risk Management
- Computational Finance
具体描述
Portfolio Management with Heuristic Optimization consist of two parts. The first 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 of (linear, proportional and combined) transaction costs together with integer constraints and limitations on the initital 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 the relevant risk constraint; the problem factor selection for the Arbitrage Pricing Theory.
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