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Metaheuristic approaches to portfoli...

Dey, Sadhan Kumar.

Metaheuristic approaches to portfolio optimization

Record Type:	Electronic resources : Monograph/item
Title/Author:	Metaheuristic approaches to portfolio optimizationJhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors.
other author:	Ray, Jhuma,
Published:	Hershey, Pennsylvania :IGI Global,2019.
Description:	1 online resource (xviii, 263 p.)
Subject:	Portfolio managementMathematical models.
Online resource:	http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-8103-1
ISBN:	9781522581048 (ebk.)

Metaheuristic approaches to portfolio optimization
Metaheuristic approaches to portfolio optimization[electronic resource] /Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors. - Hershey, Pennsylvania :IGI Global,2019. - 1 online resource (xviii, 263 p.)

Includes bibliographical references and index.

Chapter 1. Portfolio optimization and asset allocation with metaheuristics: a review -- Chapter 2. Particle swarm algorithm: an application on portfolio optimization -- Chapter 3. Bayesian networks and evolutionary algorithms as a tool for portfolio simulation and optimization -- Chapter 4. Conditional value-at-risk-based portfolio optimization: an ant colony optimization approach -- Chapter 5. Metaheuristic-based feature optimization for portfolio management -- Chapter 6. Optimizing social media data using genetic algorithm -- Chapter 7. The genetic algorithm: an application on portfolio optimization -- Chapter 8. Heuristic optimization of portfolio considering sharpe's single index model: an analytical approach -- Chapter 9. Role of metaheuristic optimization in portfolio management for the banking sector: a case study.

"This book explores the aspects of industrial portfolio management with reference to proper selection of financial instruments in a financial portfolio management scenario from a metaheuristic approach. It also illustrates the common measures used for the evaluation of risks/returns of portfolios in real life situations"--

ISBN: 9781522581048 (ebk.)Subjects--Topical Terms:

198981
Portfolio management
--Mathematical models.

LC Class. No.: HG4529.5 / .M476 2019

Dewey Class. No.: 332.6

Metaheuristic approaches to portfolio optimization
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050 0 0 $a HG4529.5 $b .M476 2019
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245 0 0 $a Metaheuristic approaches to portfolio optimization $h [electronic resource] / $c Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors.
260 $a Hershey, Pennsylvania : $b IGI Global, $c 2019.
300 $a 1 online resource (xviii, 263 p.)
504 $a Includes bibliographical references and index.
505 0 $a Chapter 1. Portfolio optimization and asset allocation with metaheuristics: a review -- Chapter 2. Particle swarm algorithm: an application on portfolio optimization -- Chapter 3. Bayesian networks and evolutionary algorithms as a tool for portfolio simulation and optimization -- Chapter 4. Conditional value-at-risk-based portfolio optimization: an ant colony optimization approach -- Chapter 5. Metaheuristic-based feature optimization for portfolio management -- Chapter 6. Optimizing social media data using genetic algorithm -- Chapter 7. The genetic algorithm: an application on portfolio optimization -- Chapter 8. Heuristic optimization of portfolio considering sharpe's single index model: an analytical approach -- Chapter 9. Role of metaheuristic optimization in portfolio management for the banking sector: a case study.
520 3 $a "This book explores the aspects of industrial portfolio management with reference to proper selection of financial instruments in a financial portfolio management scenario from a metaheuristic approach. It also illustrates the common measures used for the evaluation of risks/returns of portfolios in real life situations"-- $c Provided by publisher.
650 0 $a Portfolio management $x Mathematical models. $3 198981
650 0 $a Portfolio management $x Data processing. $3 537753
650 0 $a Metaheuristics. $3 757062
700 1 $a Ray, Jhuma, $d 1980- $3 899828
700 1 $a Mukherjee, Anirban, $d 1972- $3 899829
700 1 $a Dey, Sadhan Kumar. $3 899830
700 1 $a Klepacs, Goran. $3 899831
856 4 0 $u http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-8103-1