Besplatna dostava putem Box Now paketomata i Overseas kurirske službe iznad 69,99 €.

Provjerite status narudžbe

Pridružite se zajednici ljubitelja knjige iz cijelog svijeta i ostvarite mnoštvo pogodnosti. Izradite besplatni račun

Besplatna dostava Overseas kurirskom službom iznad 69.99 €

DPD kurir 3.99 € DPD točka 3.49 € GLS Kurir 4.99 € GLS paketomat 3.99 € Hrvatska pošta 4.99 € Dostava Overseas 4.99 € Box Now 4.49 €

Kontakt

Kako kupovati

Pomoć

Moj račun

▸ Prazno :-(

Besplatna dostava putem Box Now paketomata i Overseas kurirske službe iznad 69,99 €.

Portfolio Management with Heuristic Optimization

Name: Portfolio Management with Heuristic Optimization
Brand: Springer-Verlag New York Inc.
SKU: 01381336
Price: 102.67 EUR
Availability: InStock
Author: Dietmar G. Maringer
ISBN: 9780387258522

Dietmar G. Maringer

Jezik

Engleski

Knjiga Tvrdi uvez

Libristo kod: 01381336

Nakladnici Springer-Verlag New York Inc., kolovoz 2005

Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations)... Cijeli opis

Libristo kod: 01381336

249 b

102.67 €

Vanjske zalihe Šaljemo za 10-13 dana

Do 30 dana za povrat

Kupci su kupili i

Korzáři krále Slunce Jiří Kovařík

Tvrdi uvez

13.00 €

Anansiho chlapci Neil Gaiman

Knjiga

12.80 €

Professor A. Donda Stanislaw Lem

Tvrdi uvez

13.81 €

Multi-Channel Marketing Alexandra Wilke

Meki uvez

25.00 €

Le petit prince (Coffret livre + livre-audio lu par Gerard Philipe) Antoine de Saint Exupéry

Tvrdi uvez

25.51 €

CETTE NUIT-LA... UN CHAT Legrand

Meki uvez

14.21 €

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.