Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Free delivery for purchases over 19 990 Ft

DPD point 990 Ft DPD courier 1 190 Ft GLS point 1 190 Ft Hungarian Post 1 795 Ft Hungarian Post 1 690 Ft Hungarian Post 1 690 Ft FoxPost 1 190 Ft Packeta point 1 190 Ft GLS courier 1 690 Ft

Contact

How to shop

Help

My account

▸ Empty :-(

Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Portfolio Management with Heuristic Optimization

Name: Portfolio Management with Heuristic Optimization
Brand: Springer-Verlag New York Inc.
SKU: 01422397
Price: 39951 HUF
Availability: InStock
Author: Dietmar G. Maringer
ISBN: 9781441938428

Dietmar G. Maringer

Language

English

Book Paperback

Libristo code: 01422397

Publishers Springer-Verlag New York Inc., October 2010

Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations)... Full description

Libristo code: 01422397

271 b

39 951 Ft

In stock at our supplier Shipping in 5-8 days

Up to 30 days for returns

Customers also purchased

Alexander Iven 1854-1934 Antonia Mentel

Paperback

10 459 Ft

In der Strafkolonie Franz Kafka

Paperback

5 695 Ft

Theorie Der Analytischen Funktionen Einer Komplexen Veranderlichen Heinrich Behnke

Hardback

20 169 Ft

Der Held ohne Klasse 3 Nanae Akio

Paperback

3 541 Ft

Emotionen und soziale Strukturen Christian von Scheve

Paperback

15 772 Ft

Dictionnaire des idees recues Gustave Flaubert

Paperback

2 950 Ft

Leibniz, Newton und die Erfindung der Zeit Thomas de Padova

Paperback

4 955 Ft

MARCO POLO Cityplan Wien 1:12.000

Map

2 982 Ft

Lexicographie spécialisée en langues africaines Dion Nkomo

Paperback

16 954 Ft

Sevilla, una oracion Salcedo Ramirez Rafael Salcedo Ramirez

Paperback

7 216 Ft

Yoga für Läufer Sandra Blanz

Paperback

7 305 Ft

4x4 Drums Paul Neumann

Paperback

13 795 Ft

Besser als die Mensa Simon Janik

Paperback

5 988 Ft

Kein schöner Land Leander Steinkopf

Hardback

6 728 Ft

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.