Hybridising metaheuristics and exact methods for portfolio optimisation problem

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Hybridising metaheuristics and exact methods for portfolio optimisation problem

This thesis focuses on the portfolio optimisation problems, which concern with allocating the limited capital to invest in a number of potential assets (investments) in order to achieve the investors risk appetites and the return objectives. In the 1950s, Harry Markowitz proposed a mean-variance por...

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Bibliographic Details
Main Author:	Cui, Tianxiang
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2016
Subjects:	Portfolio optimization Metaheuristics
Online Access:	https://eprints.nottingham.ac.uk/36196/

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