Applications of Quadratic Programming and Genetic Algorithm To Portfolio Optimization
Portfolio selection and optimization problems in the financial world have gained a lot of attention. The mean-variance model of the Markowitz (1959) has been widely applied to solve these problems, which considers the optimization process as an efficient diversification to obtain the optimal relatio...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/23079/ |