International portfolio optimisation under uncertainty

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International portfolio optimisation under uncertainty

Portfolio optimisation problems are generally concerned with allocating funds to investments. The goal is to find an allocation that minimises risk subject to some certain constraints. To attain robust solutions from the optimisation, it is vital to ensure that the model is able to properly represen...

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Bibliographic Details
Main Author:	Chatsanga, Nonthachote
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2017
Subjects:	international portfolio currency overlay copulas stochastic programming
Online Access:	https://eprints.nottingham.ac.uk/42729/

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