{"product_id":"portfolio-management-with-heuristic-optimization-9781441938428","title":"Portfolio Management with Heuristic Optimization","description":"\u003cstrong\u003ePortfolio Management with Heuristic Optimization\u003c\/strong\u003e 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Dietmar G. Maringer\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 01\/05\/2011\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 223\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.75lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.51d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9781441938428\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003ePD Dr. Dietmar Maringer\u003cbr\u003eUniversity of Erfurt - Germany\u003c\/p\u003e \u003cp\u003eEducation: \u003c\/p\u003e \u003cp\u003e1993: Business Administration and Computer Science at the Technical University of Vienna and at the University of Vienna\u003cbr\u003e1997: PhD., University of Vienna\u003cbr\u003e1997: M.Phil. at the University of Cambridge, UK\u003c\/p\u003e \u003cp\u003ePositions: \u003c\/p\u003e \u003cp\u003etill 2002: Assistant at the Centre for Business Studies, University of Vienna \u003c\/p\u003e \u003cp\u003esince Nov. 2002: Assistant Professor at the University of Erfurt\u003c\/p\u003e \u003cp\u003eResearch interests: Finance, Financial Econometrics, Computational Economics and Computational Finance\u003c\/p\u003e \u003cp\u003eHeuristic Optimisation\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e\u003cbr\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":44788663386227,"sku":"9781441938428","price":185.09,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/files\/img_9a45bfd6-7021-4716-ad69-b231d7909c15.jpg?v=1776370851","url":"https:\/\/bookstorenmore.com\/products\/portfolio-management-with-heuristic-optimization-9781441938428","provider":"Bookstore N More","version":"1.0","type":"link"}