Professeur de finance, directeur de recherche - ESSCA

The book covers topics in portfolio management and multicriteria decision analysis, presenting a transparent and unified methodology for the investment engineering 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 critical highlight of the book includes the detailed, step-by-step implementation of the proposed multicriteria algorithms in Python programming language. 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 whole source code through GitHub.

Authors: Elissaios Sarmas, Panos Xidonas, Haris Doukas
Published August 2020, Springer International Publishing
52 Pages

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