Multicriteria Portfolio Construction with Python. 1st ed. 2020

種類:

電子ブック

責任表示:

by Elissaios Sarmas, Panos Xidonas, Haris Doukas

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2020

著者名:

• Sarmas, Elissaios.
• Xidonas, Panos.
• Doukas, Haris.
• SpringerLink (Online service)

シリーズ名:

Springer Optimization and Its Applications ; 163

ISBN:

9783030537432 [3030537439]    

注記:

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.
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 mu

ローカル注記:

学内専用E-BOOKS (local access only)