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This book explains the theoretical structure of particle swarm optimization (PSO) and focuses on the application of PSO to portfolio optimization problems. The general goal of portfolio optimization is to find a solution that provides the highest expected return at each level of portfolio risk. According to H. Markowitz’s portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolio’s decreases depending on the correlations of asset returns, while the expected return on the portfolio represents the weighted average of the expected returns for each asset.

The book explains PSO in detail and demonstrates how to implement Markowitz’s portfolio optimization approach using PSO. In addition, it expands on the Markowitz model and seeks to improve the solution-finding process with the aid of various algorithms. In short, the book provides researchers, teachers, engineers, managers and practitioners with many tools they need to apply the PSO technique to portfolio optimization.

Availability

Inventory Code	Barcode	Call Number	Location	Status
2108000227	EB0004964	658.155 App	Central Library (OPAC)	Available

Detail Information

Series Title: International Series in Operations Research & Management Science
Call Number: 658.155 App
Publisher: Switzerland : Springer Cham., 2021
Collation: xii, 351p.:ill
Language: English
ISBN/ISSN: 978-3-030-70281-6
Classification: 658.155
Content Type: Ebook
Media Type: -
Carrier Type: online resource
Edition: 1
Subject(s): Risk Management
Specific Detail Info: -
Statement of Responsibility: BRF

Other version/related

Title	Edition	Language
Applying Particle Swarm Optimization	1	en

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Applying Particle Swarm Optimization

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