Cantitate/Preț
Produs
Total produse
Vezi coșul
Multicriteria Portfolio Construction with Python de Elissaios Sarmas

Multicriteria Portfolio Construction with Python: Springer Optimization and Its Applications, cartea 163

Autor Elissaios Sarmas, Panos Xidonas, Haris Doukas
en Limba Engleză Paperback – 18 oct 2021
This book covers topics in portfolio management and multicriteria decision analysis (MCDA), presenting a transparent and unified methodology for the portfolio construction process. The most important feature of the book includes the proposed methodological framework that integrates two individual subsystems, the portfolio selection subsystem and the portfolio optimization subsystem. An additional highlight of the book includes the detailed, step-by-step implementation of the proposed multicriteria algorithms in Python. The implementation is presented in detail; each step is elaborately described, from the input of the data to the extraction of the results. Algorithms are organized into small cells of code, accompanied by targeted remarks and comments, in order to help the reader to fully understand their mechanics. Readers are provided with a link to access the source code through GitHub.
This Work may also be considered as a reference which presents the state-of-art research on portfolio construction with multiple and complex investment objectives and constraints. The book consists of eight chapters.  A brief introduction is provided in Chapter 1. The fundamental issues of modern portfolio theory are discussed in Chapter 2. In Chapter 3, the various multicriteria decision aid methods, either discrete or continuous, are concisely described. In Chapter 4, a comprehensive review of the published literature in the field of multicriteria portfolio management is considered.  In Chapter 5, an integrated and original multicriteria portfolio construction methodology is developed. Chapter 6 presents the web-based information system, in which the suggested methodological framework has been implemented. In Chapter 7, the experimental application of the proposed methodology is discussed and in Chapter 8, the authors provide overall conclusions. The readership of the book aims to be a diverse group, including fund managers, risk managers, investment advisors, bankers, private investors, analytics scientists, operations researchers scientists, and computer engineers, to name just several. Portions of the book may be used as instructional for either advanced undergraduate or post-graduate courses in investment analysis, portfolio engineering, decision science, computer science, or financial engineering.
 
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (1) 76301 lei  6-8 săpt.
  Springer International Publishing – 18 oct 2021 76301 lei  6-8 săpt.
Hardback (1) 76875 lei  6-8 săpt.
  Springer International Publishing – 18 oct 2020 76875 lei  6-8 săpt.

Din seria Springer Optimization and Its Applications

  • 15% Numerical Optimization with Computational Errors
    Preț: 63120 lei
  • 15% Optimization Methods and Applications: In Honor of Ivan V. Sergienko's 80th Birthday
    Preț: 65342 lei
  • 18% Computational Mathematics and Variational Analysis
    Preț: 94533 lei
  • 17% Introduction to Geometric Control
    Preț: 36079 lei
  • 13% Graph and Network Theory: An Applied Approach using Mathematica®
    Preț: 45808 lei
  • Introduction to Combinatorial Optimization
    Preț: 33679 lei
  • 18% Polynomial Optimization, Moments, and Applications
    Preț: 77464 lei
  • 17% Introduction to Applied Optimization
    Preț: 39779 lei
  • 18% Optimization Theory and Methods: Nonlinear Programming
    Preț: 111417 lei
  • 15% Nonsmooth Vector Functions and Continuous Optimization
    Preț: 63555 lei
  • 15% Network Models in Economics and Finance
    Preț: 63650 lei
  • Optimization Models in a Transition Economy
    Preț: 39754 lei
  • Selected Applications of Convex Optimization
    Preț: 37351 lei
  • Turnpike Theory of Continuous-Time Linear Optimal Control Problems
    Preț: 38390 lei
  • Optimized Packings with Applications
    Preț: 38848 lei
  • An Introduction to Optimal Satellite Range Scheduling
    Preț: 54224 lei
  • 15% Advances in Stochastic and Deterministic Global Optimization
    Preț: 63650 lei
  • Advances in Mathematical Modeling, Optimization and Optimal Control
    Preț: 38740 lei
  • 15% Optimization and Control of Bilinear Systems: Theory, Algorithms, and Applications
    Preț: 64508 lei
  • 24% Convex Analysis and Global Optimization
    Preț: 61155 lei
  • 18% Mathematical Analysis, Approximation Theory and Their Applications
    Preț: 96544 lei
  • 20% Approximate Solutions of Common Fixed-Point Problems
    Preț: 58591 lei
  • 15% Operations Research, Engineering, and Cyber Security: Trends in Applied Mathematics and Technology
    Preț: 69812 lei
  • 18% Space Engineering: Modeling and Optimization with Case Studies
    Preț: 73714 lei
  • 15% Optimization and Its Applications in Control and Data Sciences: In Honor of Boris T. Polyak’s 80th Birthday
    Preț: 65339 lei
  • 15% Variational Analysis and Aerospace Engineering: Mathematical Challenges for the Aerospace of the Future
    Preț: 64792 lei
  • 18% Progress in Approximation Theory and Applicable Complex Analysis: In Memory of Q.I. Rahman
    Preț: 73260 lei
  • 15% Spatial Interaction Models: Facility Location Using Game Theory
    Preț: 69345 lei
  • 20% Discrete-Time Optimal Control and Games on Large Intervals
    Preț: 58107 lei

Preț: 76301 lei

Preț vechi: 93050 lei
-18% Nou

Puncte Express: 1145
Preț estimativ în valută:
14607€ • 15022$ • 12118£

Carte tipărită la comandă

Livrare economică 17 februarie-03 martie

 Adaugă în coș

Wish list
Gift list
Am citit!
Adaugă în listă
Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783030537456
ISBN-10: 3030537455
Ilustrații: IX, 176 p. 138 illus., 47 illus. in color.
Dimensiuni: 155 x 235 mm
Greutate: 0.27 kg
Ediția:1st ed. 2020
Editura: Springer International Publishing
Colecția Springer
Seria Springer Optimization and Its Applications

Locul publicării:Cham, Switzerland

Cuprins

1. Introduction.- 2. The Portfolio Management Problem.- 3. Multicriteria Decision Analysis Methods.- 3. Literature Review.- 5. The Proposed Methodology.- 6. Information System in Python.-7. Empirical Testing.- 8. Conclusions.- Bibliography.

Textul de pe ultima copertă

This book covers topics in portfolio management and multicriteria decision analysis (MCDA), presenting a transparent and unified methodology for the portfolio construction process. The most important feature of the book includes the proposed methodological framework that integrates two individual subsystems, the portfolio selection subsystem and the portfolio optimization subsystem. An additional highlight of the book includes the detailed, step-by-step implementation of the proposed multicriteria algorithms in Python. The implementation is presented in detail; each step is elaborately described, from the input of the data to the extraction of the results. Algorithms are organized into small cells of code, accompanied by targeted remarks and comments, in order to help the reader to fully understand their mechanics. Readers are provided with a link to access the source code through GitHub.
This Work may also be considered as a reference which presents the state-of-art research on portfolio construction with multiple and complex investment objectives and constraints. The book consists of eight chapters.  A brief introduction is provided in Chapter 1. The fundamental issues of modern portfolio theory are discussed in Chapter 2. In Chapter 3, the various multicriteria decision aid methods, either discrete or continuous, are concisely described. In Chapter 4, a comprehensive review of the published literature in the field of multicriteria portfolio management is considered.  In Chapter 5, an integrated and original multicriteria portfolio construction methodology is developed. Chapter 6 presents the web-based information system, in which the suggested methodological framework has been implemented. In Chapter 7, the experimental application of the proposed methodology is discussed and in Chapter 8, the authors provide overall conclusions. The readership of the book aims to be a diverse group, including fund managers, risk managers, investmentadvisors, bankers, private investors, analytics scientists, operations researchers scientists, and computer engineers, to name just several. Portions of the book may be used as instructional for either advanced undergraduate or post-graduate courses in investment analysis, portfolio engineering, decision science, computer science, or financial engineering.

Caracteristici

Python source code available on GitHub Offers a unified methodological framework, integrating multicriteria analysis methods with portfolio management techniques Includes an extensive implementation of multicriteria decision analysis methods in Python, bridging the gap between theory and practice Provides hands-on learning with illustrative numerical examples for deeper understanding of methods and techniques Presents a large scale empirical testing application with real market data and illustrative graphs and figures, documenting the validity of the proposed approach