Multi-objective investment portfolio optimization
A well renowned problem in the world of finance is optimization of investment portfolios. An investor has a primary goal of maximising returns and minimizing risk at the same time for a portfolio. Constructing a well-diversified portfolio is not a straightforward task for investors or portfolio mana...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2018
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/75513 |