eBook - ePub
Optimizing Optimization
The Next Generation of Optimization Applications and Theory
- 328 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
About this book
The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell's nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance.
- Presents a unique "confrontation" between software engineers and academics
- Highlights a global view of common optimization issues
- Emphasizes the research and market challenges of optimization software while avoiding sales pitches
- Accentuates real applications, not laboratory results
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Table of contents
- Cover Image
- Table of Contents
- Copyright
- List of Contributors
- Chapter 1. Robust portfolio optimization using second-order cone programming
- Chapter 2. Novel approaches to portfolio construction
- Chapter 3. Optimal solutions for optimization in practice
- Chapter 4. The Windham Portfolio Advisor
- Chapter 5. Modeling, estimation, and optimization of equity portfolios with heavy-tailed distributions
- Chapter 6. Staying ahead on downside risk
- Chapter 7. Optimization and portfolio selection
- Chapter 8. Computing optimal mean/downside risk frontiers
- Chapter 9. Portfolio optimization with “Threshold Accepting”
- Chapter 10. Some properties of averaging simulated optimization methods
- Chapter 11. Heuristic portfolio optimization: Bayesian updating with the Johnson family of distributions
- Chapter 12. More than you ever wanted to know about conditional value at risk optimization
- Index
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Yes, you can access Optimizing Optimization by Stephen Satchell in PDF and/or ePUB format, as well as other popular books in Economics & Banks & Banking. We have over one million books available in our catalogue for you to explore.