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
id sg-ntu-dr.10356-8624
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spelling sg-ntu-dr.10356-86242023-05-19T06:24:03Z Analysis of portfolio optimization model. Ng, Sze Sze. Soong, Jane Hui Ling. Tay, Sabrina Hui Jun. Zhao, Yonggan Nanyang Business School DRNTU::Business::Finance::Portfolio management This project aims to develop an optimal portfolio, with the aim of maximizing expected returns subjected to certain constraints. 2008-09-24T07:23:17Z 2008-09-24T07:23:17Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8624 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Portfolio management
spellingShingle DRNTU::Business::Finance::Portfolio management
Ng, Sze Sze.
Soong, Jane Hui Ling.
Tay, Sabrina Hui Jun.
Analysis of portfolio optimization model.
description This project aims to develop an optimal portfolio, with the aim of maximizing expected returns subjected to certain constraints.
author2 Zhao, Yonggan
author_facet Zhao, Yonggan
Ng, Sze Sze.
Soong, Jane Hui Ling.
Tay, Sabrina Hui Jun.
format Final Year Project
author Ng, Sze Sze.
Soong, Jane Hui Ling.
Tay, Sabrina Hui Jun.
author_sort Ng, Sze Sze.
title Analysis of portfolio optimization model.
title_short Analysis of portfolio optimization model.
title_full Analysis of portfolio optimization model.
title_fullStr Analysis of portfolio optimization model.
title_full_unstemmed Analysis of portfolio optimization model.
title_sort analysis of portfolio optimization model.
publishDate 2008
url http://hdl.handle.net/10356/8624
_version_ 1770565671868956672