Heuristic approaches to solve risk-adjusted and time-adjusted discrete asset allocation problem

• Main Author: WANG JUNZHE
• Other Authors: INDUSTRIAL & SYSTEMS ENGINEERING
• Format: Theses and Dissertations
• Language: English
• Published: 2012
• Subjects: Discrete Asset Allocation, Heuristic Approach, Risk-adjusted, Time-adjusted, Relaxed Delta Property, Hill Climbing Algorithm
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/34447
• Institution: National University of Singapore

Master's