Metaheuristic approaches to portfolio optimization /
"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 portfoli...
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Corporate Authors: | |
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Group Author: | ; ; ; |
Published: |
IGI Global,
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Publisher Address: | Hershey, Pennsylvania : |
Publication Dates: | 2019. |
Literature type: | eBook |
Language: | English |
Subjects: | |
Online Access: |
http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-8103-1 |
Summary: |
"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"-- |
Carrier Form: | 17 PDFs (263 pages) |
Bibliography: | Includes bibliographical references and index. |
ISBN: | 9781522581048 |
Access: | Restricted to subscribers or individual electronic text purchasers. |
Index Number: | HG4529 |
CLC: | F830.59 |
Contents: | Chapter 1. Portfolio optimization and asset allocation with metaheuristics: a review -- Chapter 2. Particle swarm algorithm: an application on portfolio optimization -- Chapter 3. Bayesian networks and evolutionary algorithms as a tool for portfolio simulation and optimization -- Chapter 4. Conditional value-at-risk-based portfolio optimization: an ant colony optimization approach -- Chapter 5. Metaheuristic-based feature optimization for portfolio management -- Chapter 6. Optimizing social media data using genetic algorithm -- Chapter 7. The genetic algorithm: an application on portfolio optimization -- Chapter 8. Heuristic optimization of portfolio considering sharpe's single index model: an analytical approach -- Chapter 9. Role of metaheuristic optimization in portfolio management for the banking sector: a case study. |