Multi-objective investment portfolio optimization
A well renowned problem in the world of finance is optimization of investment portfolios. An investor has a primary goal of maximising returns and minimizing risk at the same time for a portfolio. Constructing a well-diversified portfolio is not a straightforward task for investors or portfolio mana...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/75513 |
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| Institution: | Nanyang Technological University |
| Language: | English |