Maringer D. Portfolio management with heuristic optimization (Springer, 2005)( 0387258523)(237s)_FI_.pdf

putationalManagementScienceVOLUME8SERIESEDITORSHansAmman,EindhovenUniversityofTechnology,herlandsBercRustem,ImperialCollege,London,UnitedKingdomEDITORIALBOARDChristopherDeissenberg,UniversityofNantes,FranceArthurFarley,UniversityofOregon,USAManfredGilli,UniversityofGeneva,SwitzerlandDavidKendrick,UniversityofTexasatAustin,USADavidLuenberger,StanfordUniversity,USARikMaes,UniversityofAmsterdam,herlandsIstvanMaros,ImperialCollege,UKJohnMulvey,PrincetonUniversity,USAAnnaNagurney,UniversityofMassachusettsatAmherst,USASorenNielsen,UniversityofTexasatAustin,USALouisPau,Ericsson,Alvsjo,SwedenEdisonTse,StanfordUniversity,USAAndrewWhinston,UniversityofTexasatAustin,,-100-387-25852-3(HB)ISBN-13978-0-387-25852-2(HB)ISBN-100-387-25853-1(e-book)ISBN-13978-0-387-25853-9(e-book)PublishedbySpringer,,3300AADordrecht,-freepaperAllRightsReserved©2005SpringerNopartofthisworkmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,microfilming,recordingorotherwise,withoutwrittenpermissionfromthePublisher,putersystem,’’sattitudetowardsrisk,expectedreturnandconsumption;estimationsoffuturepayoffsofthefinancialsecuritiesandtheriskassociatedwithithavetobemade;assessingtherelationshipsbetweense-curities;determiningfairpricesforthesesecurities–bi-:binationdependsontheinvestor’spreferencesaswellasonthepropertiesoftheassets,which,inreturn,(theoretical)frameworksforportfoliomanagementandportfolioop-timizationassumemarketsto