Evolutionary approaches for portfolio optimization
Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk objectives. Markowitz’s mean variance (MV) model is widely regarded as the foundation of modern portfolio theory and provides a...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2015
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| Online Access: | https://eprints.nottingham.ac.uk/29142/ |