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:
- 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:
- 岐阜大学構成員専用E-BOOKS (Gifu University members only)
類似資料:
Springer New York |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer New York : Imprint: Birkhäuser |
Springer International Publishing : Imprint: Springer |
Springer New York : Imprint: Springer |
Springer Nature Singapore : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |