Pai, G. A. Vijayalakshmi, <br/><br/>
Metaheuristics for portfolio optimization :  an introduction using MATLABŪ / 
G.A. Vijayalakshmi Pai. 
 - 1 online resource. 
 - Metaheuristics set ;  volume 11 .
 - Computer engineering series (London, England).  Metaheuristics set ;  11. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>PART 1. Introduction to Portfolio Optimization -- A Brief Primer on Metaheuristics -- PART 2. Heuristic Portfolio Selection -- Metaheuristic Risk-Budgeted Portfolio Optimization -- Heuristic Optimization of Equity Market Neutral Portfolios -- Metaheuristic 130-30 Portfolio Construction -- Metaheuristic Portfolio Rebalancing with Transaction Costs -- Conclusion. 
<br/><br/> The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book. 
<br/><br/><label>ISBN: </label>9781119482840 1119482844 9781119482789 111948278X 
<br/><br/><label>Standard No.: </label>10.1002/9781119482840  doi 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Portfolio management--Mathematics.<br/>Mathematical optimization.<br/>BUSINESS & ECONOMICS--Finance.<br/>Mathematical optimization.<br/>Portfolio management--Mathematics.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG4529.5 
<br/><br/><label>Dewey Class. No.: </label>332.6