Investment portfolio optimization using evolutionary strategies

• 主要作者: Zou, Menglin
• 其他作者: Wang Lipo
• 格式: Final Year Project
• 語言: English
• 出版: 2014
• 主題: DRNTU::Engineering::Mathematics and analysis::Simulations
• 在線閱讀: http://hdl.handle.net/10356/61571

A successful investment will be based on two factors, securities analysis and portfolio management. Researches showed that most markets are efficient markets, which means on a well-developed securities exchange, asset prices accurately reflect the trade-off between the relative risk and potential re...