Algorithms for Solving Financial Portfolio Design Problems: Emerging Research and Opportunities
Author | : Lebbah, Fatima Zohra |
Publisher | : IGI Global |
Total Pages | : 198 |
Release | : 2019-12-27 |
ISBN-10 | : 9781799818830 |
ISBN-13 | : 1799818837 |
Rating | : 4/5 (837 Downloads) |
Download or read book Algorithms for Solving Financial Portfolio Design Problems: Emerging Research and Opportunities written by Lebbah, Fatima Zohra and published by IGI Global. This book was released on 2019-12-27 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.