OPTIMIZATION OF MULTI-OBJECTIVE STOCK PORTFOLIO USING INVASIVE WEED OPTIMIZATION
This thesis discusses about stock portfolio optimization using mean-variance model by Markowitz. The constraints to contruct optimal portfolio in this tesis are buy-in threshold, a constraint to restrict the minimum proportion in portofolio, and cardinality, a contraint to restrict the assets includ...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/26431 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |