Analysis of portfolio optimization model.
This project aims to develop an optimal portfolio, with the aim of maximizing expected returns subjected to certain constraints.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/8624 |
| _version_ | 1826122639776677888 |
|---|---|
| author | Ng, Sze Sze. Soong, Jane Hui Ling. Tay, Sabrina Hui Jun. |
| author2 | Zhao, Yonggan |
| author_facet | Zhao, Yonggan Ng, Sze Sze. Soong, Jane Hui Ling. Tay, Sabrina Hui Jun. |
| author_sort | Ng, Sze Sze. |
| collection | NTU |
| description | This project aims to develop an optimal portfolio, with the aim of maximizing expected returns subjected to certain constraints. |
| first_indexed | 2024-10-01T05:51:48Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/8624 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T05:51:48Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-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 |
| spellingShingle | DRNTU::Business::Finance::Portfolio management Ng, Sze Sze. Soong, Jane Hui Ling. Tay, Sabrina Hui Jun. Analysis of portfolio optimization model. |
| title | 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_short | Analysis of portfolio optimization model. |
| title_sort | analysis of portfolio optimization model |
| topic | DRNTU::Business::Finance::Portfolio management |
| url | http://hdl.handle.net/10356/8624 |
| work_keys_str_mv | AT ngszesze analysisofportfoliooptimizationmodel AT soongjanehuiling analysisofportfoliooptimizationmodel AT taysabrinahuijun analysisofportfoliooptimizationmodel |