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Alle Exemplare der Ausgabe mit dieser ISBN anzeigen:PD Dr. Dietmar Maringer
University of Erfurt - Germany
Education:
1993: Business Administration and Computer Science at the Technical University of Vienna and at the University of Vienna
1997: PhD., University of Vienna
1997: M.Phil. at the University of Cambridge, UK
Positions:
till 2002: Assistant at the Centre for Business Studies, University of Vienna
since Nov. 2002: Assistant Professor at the University of Erfurt
Research interests: Finance, Financial Econometrics, Computational Economics and Computational Finance
Heuristic Optimisation
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Buchbeschreibung Soft Cover. Zustand: new. This item is printed on demand. Bestandsnummer des Verkäufers 9781441938428
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Buchbeschreibung Zustand: New. Bestandsnummer des Verkäufers ABLIING23Mar2411530295354
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Buchbeschreibung Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 effectsof (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. 240 pp. Englisch. Bestandsnummer des Verkäufers 9781441938428
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Buchbeschreibung Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Discusses demanding problems often faced in practice and presents solution approachesCombines theoretical and general presentation of Heuristic Optimization with practical applications to financial problems and demonstrates with empirical studies . Bestandsnummer des Verkäufers 4174214
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Buchbeschreibung Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 effectsof (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. Bestandsnummer des Verkäufers 9781441938428
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Buchbeschreibung Paperback. Zustand: Brand New. 236 pages. 9.45x6.30x0.55 inches. In Stock. Bestandsnummer des Verkäufers x-1441938427
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Buchbeschreibung Zustand: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Bestandsnummer des Verkäufers ria9781441938428_lsuk
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