Advanced computational methods in portfolio optimisation
Portfolio optimisation is the process of making optimal investment decisions, where a set of assets are selected and invested with certain amount of the capital in the portfolio. Since the milestone work, Markowitz’s Mean-Variance (MV) model, it has boosted the research for new portfolio optimisatio...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2017
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| Online Access: | http://eprints.nottingham.ac.uk/39023/ http://eprints.nottingham.ac.uk/39023/8/Submission1_links_removed.pdf |