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Book Cover
Author Pai, G. A. Vijayalakshmi, author

Title Metaheuristics for portfolio optimization : an introduction using MATLAB / G.A. Vijayalakshmi Pai
Published London, UK : ISTE, Ltd. ; Hoboken, NJ : John Wiley & Sons, Inc., 2018
Online access available from:
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Description 1 online resource
Series Metaheuristics set ; volume 11
Computer engineering series (London, England). Metaheuristics set ; 11
Contents PART 1. Introduction to Portfolio Optimization -- A Brief Primer on Metaheuristics -- PART 2. Heuristic Portfolio Selection -- Metaheuristic Risk-Budgeted Portfolio Optimization -- Heuristic Optimization of Equity Market Neutral Portfolios -- Metaheuristic 130-30 Portfolio Construction -- Metaheuristic Portfolio Rebalancing with Transaction Costs -- Conclusion
Summary The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book
Bibliography Includes bibliographical references and index
Subject Mathematical optimization.
Portfolio management -- Mathematics.
Form Electronic book
ISBN 111948278X (electronic bk.)
1119482844 (electronic bk.)
9781119482789 (electronic bk.)
9781119482840 (electronic bk.)