Evolutionary approaches for portfolio optimization

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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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Bibliographic Details
Main Author:	Lwin, Khin Thein
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2015
Subjects:	Portfolio Optimization Evolutionary Algorithms Portfolio Selection Problem
Online Access:	https://eprints.nottingham.ac.uk/29142/

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