Algorithms for Solving Financial Portfolio Design Problems: Emerging Research and Opportunities

Algorithms for Solving Financial Portfolio Design Problems: Emerging Research and Opportunities

Indexed In: SCOPUS
Release Date: December, 2019|Copyright: © 2020 |Pages: 198
DOI: 10.4018/978-1-7998-1882-3
ISBN13: 9781799818823|ISBN10: 1799818829|EISBN13: 9781799818830
Hardcover:
Available
$175.00
TOTAL SAVINGS: $175.00
Benefits
  • Printed-On-Demand (POD)
  • Usually ships one day from order
Hardcover:
Available
$175.00
TOTAL SAVINGS: $175.00
Benefits
  • Printed-On-Demand (POD)
  • Usually ships one day from order
E-Book:
Available
$175.00
TOTAL SAVINGS: $175.00
Benefits
  • Multi-user license (no added fee)
  • Immediate access after purchase
  • No DRM
  • PDF download
E-Book:
Available
$175.00
TOTAL SAVINGS: $175.00
Benefits
  • Immediate access after purchase
  • No DRM
  • PDF download
  • Receive a 10% Discount on eBooks
Hardcover +
E-Book:
Available
$205.00
TOTAL SAVINGS: $205.00
Benefits
  • Printed-On-Demand (POD)
  • Usually ships one day from order
  • Multi-user license (no added fee)
  • Immediate access after purchase
  • No DRM
  • PDF download
Hardcover +
E-Book:
Available
$205.00
TOTAL SAVINGS: $205.00
Benefits
  • Printed-On-Demand (POD)
  • Usually ships one day from order
  • Immediate access after purchase
  • No DRM
  • PDF download
Article Processing Charge:
Available
$1,500.00
TOTAL SAVINGS: $1,500.00
OnDemand:
(Individual Chapters)
Available
$37.50
TOTAL SAVINGS: $37.50
Benefits
  • Purchase individual chapters from this book
  • Immediate PDF download after purchase or access through your personal library
Effective immediately, IGI Global has discontinued softcover book production. The softcover option is no longer available for direct purchase.
Description & Coverage
Description:

In the current scope of economics, the management of client portfolios has become a considerable problem within financial institutions due to the amount of risk that goes into assigning assets. Various algorithmic models exist for solving these portfolio challenges; however, considerable research is lacking that further explains these design problems and provides applicable solutions to these imperative issues.

Algorithms for Solving Financial Portfolio Design Problems: Emerging Research and Opportunities is a pivotal reference source that provides vital research on the application of various programming models within the financial engineering field. While highlighting topics such as landscape analysis, breaking symmetries, and linear programming, this publication analyzes the quadratic constraints of current portfolios and provides algorithmic solutions to maximizing the full value of these financial sets. This book is ideally designed for financial strategists, engineers, programmers, mathematicians, banking professionals, researchers, academicians, and students seeking current research on recent mathematical advances within financial engineering.

Coverage:

The many academic areas covered in this publication include, but are not limited to:

  • Breaking Symmetries
  • Financial Risks
  • Global Search
  • Greedy Algorithms
  • Landscape Analysis
  • Linear Programming
  • Local Search
  • Matricial Models
  • Neighborhood Function
  • Programming Performance
Table of Contents
Search this Book:
Reset
Editor/Author Biographies

Fatima Zohra Lebbah has defended her PhD thesis in science in 2015, Université d'Oran 1 Ahmed Ben Bella - Département d'Informatique in Algeria. Currently she is a Lecturer at Ecole Supérieure en Génie Electrique et Energétique (ESG2E), in Algeria and a member-researcher of Ecole Supérieure en Informatique de Sidi Bel-Abbès - Laboratoire de Recherche en Informatique de Sidi Bel-Abbes (LabRI-SBA) - Equipe de Computational Intelligence and Soft COmputing (CISCO), in Algeria. She is interested in the Combinatorial Optimization problems: modeling and solving techniques.

Abstracting & Indexing
Archiving
All of IGI Global's content is archived via the CLOCKSS and LOCKSS initiative. Additionally, all IGI Global published content is available in IGI Global's InfoSci® platform.