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

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

Master's

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Bibliographic Details
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
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Institution: National University of Singapore
Language: English

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