Application of Heuristic Methods To Portfolio Optimisation: An Object-Oriented Approach
The problem of portfolio selection has always been a key concern for investors. The early work of Markowitz (1959), known as the Mean-Variance model, has been widely adopted as the basis for solving the portfolio selection problem. In real-world scenarios, investors would normally impose certain con...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2008
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| Online Access: | https://eprints.nottingham.ac.uk/22296/ |