Dietmar G. Maringer, "Portfolio Management with Heuristic Optimization" (Repost)
Publisher: Springer | ISBN: 0387258523 | edition 2005 | PDF | 237 pages | 2,1 mb
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.