Books > Business & Economics > Business & management > Management & management techniques > Operational research
|
Buy Now
Applying Particle Swarm Optimization - New Solutions and Cases for Optimized Portfolios (Paperback, 1st ed. 2021)
Loot Price: R4,248
Discovery Miles 42 480
|
|
Applying Particle Swarm Optimization - New Solutions and Cases for Optimized Portfolios (Paperback, 1st ed. 2021)
Series: International Series in Operations Research & Management Science, 306
Expected to ship within 10 - 15 working days
|
This book explains the theoretical structure of particle swarm
optimization (PSO) and focuses on the application of PSO to
portfolio optimization problems. The general goal of portfolio
optimization is to find a solution that provides the highest
expected return at each level of portfolio risk. According to H.
Markowitz's portfolio selection theory, as new assets are added to
an investment portfolio, the total risk of the portfolio's
decreases depending on the correlations of asset returns, while the
expected return on the portfolio represents the weighted average of
the expected returns for each asset. The book explains PSO in
detail and demonstrates how to implement Markowitz's portfolio
optimization approach using PSO. In addition, it expands on the
Markowitz model and seeks to improve the solution-finding process
with the aid of various algorithms. In short, the book provides
researchers, teachers, engineers, managers and practitioners with
many tools they need to apply the PSO technique to portfolio
optimization.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.