TY  - BOOK
AU  - Pai,G.A.Vijayalakshmi
TI  - Metaheuristics for portfolio optimization: an introduction using MATLAB� 
T2  - Metaheuristics set
SN  - 9781119482840
AV  - HG4529.5 
U1  - 332.6 23
PY  - 2018///
CY  - London, UK, Hoboken, NJ
PB  - ISTE, Ltd., John Wiley & Sons, Inc.
KW  - Portfolio management
KW  - Mathematics
KW  - Mathematical optimization
KW  - Gestion de portefeuille
KW  - Math�ematiques
KW  - Optimisation math�ematique
KW  - BUSINESS & ECONOMICS
KW  - Finance
KW  - bisacsh
KW  - fast
N1  - Includes bibliographical references and index; PART 1. Introduction to Portfolio Optimization -- A Brief Primer on Metaheuristics -- PART 2. Heuristic Portfolio Selection -- Metaheuristic Risk-Budgeted Portfolio Optimization -- Heuristic Optimization of Equity Market Neutral Portfolios -- Metaheuristic 130-30 Portfolio Construction -- Metaheuristic Portfolio Rebalancing with Transaction Costs -- Conclusion
N2  - 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
UR  - https://onlinelibrary.wiley.com/doi/book/10.1002/9781119482840
ER  -