Applications of Quadratic Programming and Genetic Algorithm To Portfolio Optimization

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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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Bibliographic Details
Main Author:	ZHOU, LILI
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23079/

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