Advanced computational methods in portfolio optimisation

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Advanced computational methods in portfolio optimisation

Portfolio optimisation is the process of making optimal investment decisions, where a set of assets are selected and invested with certain amount of the capital in the portfolio. Since the milestone work, Markowitz’s Mean-Variance (MV) model, it has boosted the research for new portfolio optimisatio...

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Bibliographic Details
Main Author:	Jin, Yan
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2017
Subjects:	portfolio optimization computer science data processing mathematical models computational methods
Online Access:	https://eprints.nottingham.ac.uk/39023/

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