000 02747nam a22003615i 4500
001 278954
003 MX-SnUAN
005 20170705134201.0
007 cr nn 008mamaa
008 150903s2005 xxu| o |||| 0|eng d
020 _a9780387258539
_9978-0-387-25853-9
024 7 _a10.1007/b136219
_2doi
035 _avtls000330215
039 9 _a201509031113
_bVLOAD
_c201405070503
_dVLOAD
_c201401311333
_dstaff
_c201401311157
_dstaff
_y201401291450
_zstaff
_wmsplit0.mrc
_x635
050 4 _aHG1-9999
100 1 _aMaringer, Dietmar.
_eautor
_9302957
245 1 0 _aPortfolio Management with Heuristic Optimization /
_cby Dietmar Maringer.
264 1 _aBoston, MA :
_bSpringer US,
_c2005.
300 _aXIV, 222 páginas,
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aAdvances in Computational Management Science,
_x1388-4301 ;
_v8
500 _aSpringer eBooks
505 0 _aPortfolio Management -- Heuristic Optimization -- Transaction Costs and Integer Constraints -- Diversification in Small Portfolios -- Cardinality Constraints for Markowitz Efficient Lines -- The Hidden Risk of Value at Risk -- Finding Relevant Risk Factors in Asset Pricing -- Concluding Remarks.
520 _aPortfolio 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387258522
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/b136219
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c278954
_d278954