Multicriteria Portfolio Construction with Python

Idioma: inglés

Editorial: Springer International Publishing Okt 2021, 2021

3030537455 / 9783030537456

Serie: Libro 154 de 176 - Springer Optimization and Its Applications

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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.

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Vendedor de IberLibro desde 11 de enero de 2012

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Descripción del artículo del vendedor

This item is printed on demand - it takes 3-4 days longer - Neuware -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. 188 pp. Englisch.…

N° de ref. del artículo 9783030537456

Título
Multicriteria Portfolio Construction with Python
Autor
Elissaios Sarmas
Editorial
Springer International Publishing Okt 2021
Año de publicación
2021
Estado
Neu
Encuadernación
Taschenbuch
Idioma
inglés
ISBN 10
3030537455
ISBN 13
9783030537456
Peso del artículo
295 gramos
Dimensiones
235x155x11 mm
Serie
Libro 154 de 176: Springer Optimization and Its Applications

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Alemania

Vendedor de 5 estrellas

Vendedor de IberLibro desde 11 de enero de 2012

Tarifas de envío de Alemania a Estados Unidos de America

ArtículoDe 5 a 15 días hábilesDe 5 a 15 días hábiles
Primer artículoEUR 23,00EUR 23,00
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BuchWeltWeit Ludwig Meier e.K.

Alemania