Cover is for reference only

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...

Full description

Saved in:
Bibliographic Details
Corporate Authors: IGI Global
Group Author: Ray, Jhuma, 1980- (Editor); Mukherjee, Anirban, 1972- (Editor); Dey, Sadhan Kumar (Editor); Klepacs, Goran (Editor)
Published: IGI Global,
Publisher Address: Hershey, Pennsylvania :
Publication Dates: 2019.
Literature type: eBook
Language: English
Subjects:
Portfolio management > Mathematical models.
Portfolio management > Data processing.
Metaheuristics
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.

Related Book Recommendations