Description

Book Synopsis

The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book.



Table of Contents
1. A Brief Primer on Metaheuristics.
2. Heuristic Portfolio Selection.
3. Risk Budgeted Portfolio Optimization.
4. Heuristic Optimization of Equity Market Neutral Portfolios.
5. Metaheuristic 130-30 Portfolio Construction.
6. Metaheuristic Portfolio Rebalancing with Transaction Costs.

Metaheuristics for Portfolio Optimization: An

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    A Hardback by G. A. Vijayalakshmi Pai

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      View other formats and editions of Metaheuristics for Portfolio Optimization: An by G. A. Vijayalakshmi Pai

      Publisher: ISTE Ltd and John Wiley & Sons Inc
      Publication Date: 09/01/2018
      ISBN13: 9781786302816, 978-1786302816
      ISBN10: 1786302810
      Also in:
      Artificial intelligence (AI)

      Description

      Book Synopsis

      The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book.



      Table of Contents
      1. A Brief Primer on Metaheuristics.
      2. Heuristic Portfolio Selection.
      3. Risk Budgeted Portfolio Optimization.
      4. Heuristic Optimization of Equity Market Neutral Portfolios.
      5. Metaheuristic 130-30 Portfolio Construction.
      6. Metaheuristic Portfolio Rebalancing with Transaction Costs.

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