Items related to Portfolio Optimization Using Fundamental Indicators...
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA (SpringerBriefs in Computational Intelligence) - Softcover
Synopsis
This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two different chromosomes are used for representing different investment models with real constraints equivalents to the ones faced by managers of mutual funds, hedge funds, and pension funds. To validate the present solution two case studies are presented for the SP&500 for the period June 2010 until end of 2012. The simulations demonstrates that stock selection based on financial ratios is a combination that can be used to choose the best companies in operational terms, obtaining returns above the market average with low variances in their returns. In this case the optimizer found stocks with high return on investment in a conjunction with high rate of growth of the net income and a high profit margin. To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage
"synopsis" may belong to another edition of this title.
About the Author
Antonio da Silva Especialista em Cardiologia pela Sociedade Brasileira de Cardiologia (SBC) Associacao Medica Brasileira (AMB) Cardiologista da Santa Casa de Misericordia de Barretos
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2016
- ISBN 10 3319293907
- ISBN 13 9783319293905
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages112
Search results for Portfolio Optimization Using Fundamental Indicators...
Seller Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-objective Ea
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 25272945-n
Quantity: Over 20 available
Stock Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA (SpringerBriefs in Computational Intelligence)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar3113020092669
Quantity: Over 20 available
Stock Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA (SpringerBriefs in Computational Intelligence)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9783319293905
Quantity: Over 20 available
Stock Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA (SpringerBriefs in Computational Intelligence)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783319293905_new
Quantity: Over 20 available
Seller Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
Published by
Springer International Publishing Feb 2016, 2016
ISBN 10: 3319293907
ISBN 13: 9783319293905
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two different chromosomes are used for representing different investment models with real constraints equivalents to the ones faced by managers of mutual funds, hedge funds, and pension funds. To validate the present solution two case studies are presented for the SP&500 for the period June 2010 until end of 2012. The simulations demonstrates that stock selection based on financial ratios is a combination that can be used to choose the best companies in operational terms, obtaining returns above the market average with low variances in their returns. In this case the optimizer found stocks with high return on investment in a conjunction with high rate of growth of the net income and a high profit margin. To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage 116 pp. Englisch. Seller Inventory # 9783319293905
Quantity: 2 available
Stock Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
PF. Condition: New. Seller Inventory # 6666-IUK-9783319293905
Quantity: 10 available
Seller Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-objective Ea
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 25272945-n
Quantity: Over 20 available
Stock Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA (SpringerBriefs in Applied Sciences and Technology)
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 95. Seller Inventory # 26375166678
Quantity: 4 available
Seller Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
Published by
Springer International Publishing, 2016
ISBN 10: 3319293907
ISBN 13: 9783319293905
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two different chromosomes are used for representing different investment models with real constraints equivalents to the ones faced by managers of mutual funds, hedge funds, and pension funds. To validate the present solution two case studies are presented for the SP&500 for the period June 2010 until end of 2012. The simulations demonstrates that stock selection based on financial ratios is a combination that can be used to choose the best companies in operational terms, obtaining returns above the market average with low variances in their returns. In this case the optimizer found stocks with high return on investment in a conjunction with high rate of growth of the net income and a high profit margin. To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage. Seller Inventory # 9783319293905
Quantity: 1 available
Stock Image
Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA (SpringerBriefs in Applied Sciences and Technology)
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Print on Demand pp. 95. Seller Inventory # 371927305
Quantity: 4 available