PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD
This thesis studied the Markowitz portfolio optimization with constraints ( 1 ) buy-in threshold, ( 2 ) the cardinality, ( 3 ) roundlot, and ( 4 ) sectors capitalization. To solve this optimization problem, the method Particle Swarm Optimization is used .
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/33952 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |