Portfolio Management with Heuristic Optimization (Advances in Computational Management Science)

4 avg rating
( 1 ratings by Goodreads )
 
9781441938428: Portfolio Management with Heuristic Optimization (Advances in Computational Management Science)
View all copies of this ISBN edition:
 
 

Portfolio Management with Heuristic Optimization 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.

"synopsis" may belong to another edition of this title.

About the Author:

PD Dr. Dietmar Maringer
University of Erfurt - Germany

Education:

1993: Business Administration and Computer Science at the Technical University of Vienna and at the University of Vienna
1997: PhD., University of Vienna
1997: M.Phil. at the University of Cambridge, UK

Positions:

till 2002: Assistant at the Centre for Business Studies, University of Vienna

since Nov. 2002: Assistant Professor at the University of Erfurt

Research interests: Finance, Financial Econometrics, Computational Economics and Computational Finance

Heuristic Optimisation

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 209.00
US$ 170.45

Convert currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, rates & speeds

Add to Basket

Other Popular Editions of the Same Title

9780387258522: Portfolio Management with Heuristic Optimization (Advances in Computational Management Science)

Featured Edition

ISBN 10:  0387258523 ISBN 13:  9780387258522
Publisher: Springer, 2005
Hardcover

Top Search Results from the AbeBooks Marketplace

1.

Dietmar G. Maringer
Published by Springer-Verlag New York Inc., United States (2011)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Paperback Quantity Available: 10
Seller:
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., United States, 2011. Paperback. Condition: New. Language: English. Brand new Book. Portfolio Management with Heuristic Optimization 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. Softcover reprint of hardcover 1st ed. 2005. Seller Inventory # LIE9781441938428

More information about this seller | Contact this seller

Buy New
US$ 170.45
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

2.

Dietmar G. Maringer
Published by Springer-Verlag New York Inc., United States (2011)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Paperback Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., United States, 2011. Paperback. Condition: New. Language: English. Brand new Book. Portfolio Management with Heuristic Optimization 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. Softcover reprint of hardcover 1st ed. 2005. Seller Inventory # AAV9781441938428

More information about this seller | Contact this seller

Buy New
US$ 174.52
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

3.

Dietmar G. Maringer
Published by Springer-Verlag New York Inc., United States (2011)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Paperback Quantity Available: 10
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., United States, 2011. Paperback. Condition: New. Language: English. Brand new Book. Portfolio Management with Heuristic Optimization 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. Softcover reprint of hardcover 1st ed. 2005. Seller Inventory # AAV9781441938428

More information about this seller | Contact this seller

Buy New
US$ 178.99
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

4.

Dietmar G. Maringer
Published by Springer (2010)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Springer, 2010. PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9781441938428

More information about this seller | Contact this seller

Buy New
US$ 168.16
Convert currency

Add to Basket

Shipping: US$ 11.33
From United Kingdom to U.S.A.
Destination, rates & speeds

5.

Dietmar G. Maringer
Published by Springer (2011)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Quantity Available: > 20
Print on Demand
Seller:
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Springer, 2011. PAP. Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9781441938428

More information about this seller | Contact this seller

Buy New
US$ 184.80
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

6.

Dietmar G. Maringer
Published by Springer (2010)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Softcover Quantity Available: 15
Print on Demand
Seller:
Rating
[?]

Book Description Springer, 2010. Condition: New. This item is printed on demand for shipment within 3 working days. Seller Inventory # LP9781441938428

More information about this seller | Contact this seller

Buy New
US$ 204.13
Convert currency

Add to Basket

Shipping: US$ 4.29
From Germany to U.S.A.
Destination, rates & speeds

7.

Dietmar G. Maringer
Published by Springer US (2005)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Paperback Quantity Available: 2
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Springer US, 2005. Paperback. Condition: Brand New. 1st ed. softcover of orig. ed. 2005 edition. 236 pages. 9.45x6.30x0.55 inches. In Stock. Seller Inventory # x-1441938427

More information about this seller | Contact this seller

Buy New
US$ 234.48
Convert currency

Add to Basket

Shipping: US$ 9.45
From United Kingdom to U.S.A.
Destination, rates & speeds

8.

Dietmar G. Maringer
Published by Springer (2011)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Softcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Springer, 2011. Condition: New. book. Seller Inventory # MB010B9O63G

More information about this seller | Contact this seller

Buy New
US$ 256.35
Convert currency

Add to Basket

Shipping: US$ 3.27
Within U.S.A.
Destination, rates & speeds

9.

Dietmar G. Maringer
Published by Springer-Verlag New York Inc.
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Paperback Quantity Available: > 20
Seller:
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Rating
[?]

Book Description Springer-Verlag New York Inc. Paperback. Condition: New. 223 pages. Dimensions: 9.4in. x 6.2in. x 0.7in.Portfolio Management with Heuristic Optimization 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 effectsof (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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Seller Inventory # 9781441938428

More information about this seller | Contact this seller

Buy New
US$ 278.96
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

10.

Dietmar G. Maringer
Published by Springer (2011)
ISBN 10: 1441938427 ISBN 13: 9781441938428
New Paperback Quantity Available: 1
Seller:
Books Express
(Portsmouth, NH, U.S.A.)
Rating
[?]

Book Description Springer, 2011. Paperback. Condition: New. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. Buy with confidence, excellent customer service! Softcover reprint of hardcover 1st ed. 2005. Seller Inventory # 1441938427n

More information about this seller | Contact this seller

Buy New
US$ 401.12
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds