Optimization of credit portfolio by evolutionary algorithm

• 主要作者: Yan, Ran
• 其他作者: Ponnuthurai Nagaratnam Suganthan
• 格式: Final Year Project
• 語言: English
• 出版: 2009
• 主題: DRNTU::Engineering::Electrical and electronic engineering
• 在線閱讀: http://hdl.handle.net/10356/17913

During the past few decades, one of the most important advances in the investment field has been the creation of an optimum investment portfolio with desirable risk-return characteristics. The basic portfolio model was developed by Harry Markowitz, who derived the expected rate of return for a portf...