| 书目名称 | Multicriteria Portfolio Construction with Python |
| 编辑 | Elissaios Sarmas,Panos Xidonas,Haris Doukas |
| 视频video | |
| 概述 | Python source code available on GitHub.Offers a unified methodological framework, integrating multicriteria analysis methods with portfolio management techniques.Includes an extensive implementation o |
| 丛书名称 | Springer Optimization and Its Applications |
| 图书封面 |  |
| 描述 | .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 multiple and complex investment objectives and constraints. The book consists of eight chapters. A brief introduction is provided in Chapter 1. The fundamental issues of modern |
| 出版日期 | Book 2020 |
| 关键词 | portfolio management; MCDA platform; information systems Python; risk free asset; portfolio optimization |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-53743-2 |
| isbn_softcover | 978-3-030-53745-6 |
| isbn_ebook | 978-3-030-53743-2Series ISSN 1931-6828 Series E-ISSN 1931-6836 |
| issn_series | 1931-6828 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 16:56:57
