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