Portfolio optimization using genetic algorithm

Portfolio optimization problem calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. As we know, modern portfolio theory provides a well-developed paradigm to form a portfolio with the highest expected return for a given level of risk...

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主要作者: Zhao, Guanglei.
其他作者: Wang Lipo
格式: Final Year Project
語言:English
出版: 2009
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在線閱讀:http://hdl.handle.net/10356/17981
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機構: Nanyang Technological University
語言: English

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