Analysis of portfolio optimization model.

This project aims to develop an optimal portfolio, with the aim of maximizing expected returns subjected to certain constraints.

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Bibliographic Details
Main Authors: Ng, Sze Sze., Soong, Jane Hui Ling., Tay, Sabrina Hui Jun.
Other Authors: Zhao, Yonggan
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8624
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Institution: Nanyang Technological University