Metaheuristics for portfolio optimization : an introduction using MATLAB /: an introduction using MATLAB. (2018)

• Record Type: Book
• Further Information: Note: G.A. Vijayalakshmi Pai.
• Authors: Pai, G. A. Vijayalakshmi
• Contents: 1. A Brief Primer on Metaheuristics; 2. Heuristic Portfolio Selection; 3. Risk Budgeted Portfolio Optimization; 4. Heuristic Optimization of Equity Market Neutral Portfolios; 5. Metaheuristic 130-30 Portfolio Construction; 6. Metaheuristic Portfolio Rebalancing with Transaction Costs.
• Edition: 1st edition
• Publisher Details: London : Wiley-ISTE
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 332.6015118; Portfolio management -- Mathematical models; Portfolio management -- Computer simulation
• Languages: English
• ISBNs: 9781119482796; 9781119482789
• Related ISBNs: 9781786302816
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.