OPTIMIZATION OF PORTFOLIO FOR MEAN VARIANCE RISK MEASURE WITH MULTI OBJECTIVE APPROACH USING ANT COLONY METHOD
The two most important things in portfolio optimization are minimizing risk and maximizing return. Of course, it would be more interesting if the return and risks can be optimized simultaneously, this problem is known as multi-objective portfolio problem. The optimization model that is often used...
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/32152 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |