Application of Heuristic Methods
To Portfolio Optimisation:
An Object-Oriented Approach

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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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Bibliographic Details
Main Author:	Adedoyin, Olatunde
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	Portfolio optimisation Tabu Search Simulated Annealing Variable Neighbourhood Search
Online Access:	https://eprints.nottingham.ac.uk/22296/

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