Portfolio Management with Heuristic Optimization

Authors:

ISBN: 978-0-387-25852-2 (Print) 978-0-387-25853-9 (Online)

Table of contents (8 chapters)

  1. Front Matter

    Pages i-xiv

  2. No Access

    Chapter

    Pages 1-37

    Portfolio Management

  3. No Access

    Chapter

    Pages 38-76

    Heuristic Optimization

  4. No Access

    Chapter

    Pages 77-99

    Transaction Costs and Integer Constraints

  5. No Access

    Chapter

    Pages 100-121

    Diversification in Small Portfolios

  6. No Access

    Chapter

    Pages 122-143

    Cardinality Constraints for Markowitz Efficient Lines

  7. No Access

    Chapter

    Pages 144-179

    The Hidden Risk of Value at Risk

  8. No Access

    Chapter

    Pages 180-196

    Finding Relevant Risk Factors in Asset Pricing

  9. No Access

    Chapter

    Pages 197-200

    Concluding Remarks

  10. Back Matter

    Pages 201-223