Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].

Tesis ini mengaplikasikan pengoptimuman berstokastik sebagai penyelesaian kepada masaalah pemilihan portfolio. Pemilihan portfolio merupakan satu bidang penting dalam pembuatan keputusan kewangan. Ciri penting bagi masaalah dalam pasaran kewangan umumnya terpisah dan tertakrif dengan jelas. In th...

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Main Author:	Ibrahim, Khlipah
Format:	Thesis
Language:	English
Published:	2008
Subjects:	QA299.6-433 Analysis
Online Access:	http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf http://eprints.usm.my/10417/
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Institution:	Universiti Sains Malaysia
Language:	English

id	my.usm.eprints.10417
record_format	eprints
spelling	my.usm.eprints.10417 http://eprints.usm.my/10417/ Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. Ibrahim, Khlipah QA299.6-433 Analysis Tesis ini mengaplikasikan pengoptimuman berstokastik sebagai penyelesaian kepada masaalah pemilihan portfolio. Pemilihan portfolio merupakan satu bidang penting dalam pembuatan keputusan kewangan. Ciri penting bagi masaalah dalam pasaran kewangan umumnya terpisah dan tertakrif dengan jelas. In this thesis stochastic optimization was applied to solve portfolio selection problem. Portfolio selection problem is one of the important areas in financial decision making. An important distinguishing feature of problems in financial markets is that they are generally separable and well defined. 2008-11 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf Ibrahim, Khlipah (2008) Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. PhD thesis, Universiti Sains Malaysia.
institution	Universiti Sains Malaysia
building	Hamzah Sendut Library
collection	Institutional Repository
continent	Asia
country	Malaysia
content_provider	Universiti Sains Malaysia
content_source	USM Institutional Repository
url_provider	http://eprints.usm.my/
language	English
topic	QA299.6-433 Analysis
spellingShingle	QA299.6-433 Analysis Ibrahim, Khlipah Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].
description	Tesis ini mengaplikasikan pengoptimuman berstokastik sebagai penyelesaian kepada masaalah pemilihan portfolio. Pemilihan portfolio merupakan satu bidang penting dalam pembuatan keputusan kewangan. Ciri penting bagi masaalah dalam pasaran kewangan umumnya terpisah dan tertakrif dengan jelas. In this thesis stochastic optimization was applied to solve portfolio selection problem. Portfolio selection problem is one of the important areas in financial decision making. An important distinguishing feature of problems in financial markets is that they are generally separable and well defined.
format	Thesis
author	Ibrahim, Khlipah
author_facet	Ibrahim, Khlipah
author_sort	Ibrahim, Khlipah
title	Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].
title_short	Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].
title_full	Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].
title_fullStr	Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].
title_full_unstemmed	Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].
title_sort	stochastic optimization for financial decision making: portfolio selection problem [qa402.5. k45 2008 f rb].
publishDate	2008
url	http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf http://eprints.usm.my/10417/
_version_	1643701534220877824

Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].

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