Hybridising metaheuristics and exact methods for portfolio optimisation problem
This thesis focuses on the portfolio optimisation problems, which concern with allocating the limited capital to invest in a number of potential assets (investments) in order to achieve the investors risk appetites and the return objectives. In the 1950s, Harry Markowitz proposed a mean-variance por...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2016
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| Online Access: | http://eprints.nottingham.ac.uk/36196/ http://eprints.nottingham.ac.uk/36196/1/Tianxiang_Thesis.pdf |