Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].
Tesis ini mengaplikasikan pengoptimuman berstokastik sebagai penyelesaian kepada masaalah pemilihan portfolio. Pemilihan portfolio merupakan satu bidang penting dalam pembuatan keputusan kewangan. Ciri penting bagi masaalah dalam pasaran kewangan umumnya terpisah dan tertakrif dengan jelas. In th...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/10417/ http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf |
| _version_ | 1848870974826479616 |
|---|---|
| author | Ibrahim, Khlipah |
| author_facet | Ibrahim, Khlipah |
| author_sort | Ibrahim, Khlipah |
| building | USM Institutional Repository |
| collection | Online Access |
| description | Tesis ini mengaplikasikan pengoptimuman berstokastik sebagai penyelesaian kepada masaalah pemilihan portfolio. Pemilihan portfolio merupakan satu bidang penting dalam pembuatan keputusan kewangan. Ciri penting bagi masaalah dalam pasaran kewangan umumnya terpisah dan tertakrif dengan jelas.
In this thesis stochastic optimization was applied to solve portfolio selection problem. Portfolio selection problem is one of the important areas in financial decision making. An important distinguishing feature of problems in financial markets is that they are generally separable and well defined.
|
| first_indexed | 2025-11-15T15:32:42Z |
| format | Thesis |
| id | usm-10417 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T15:32:42Z |
| publishDate | 2008 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-104172013-07-13T04:24:46Z http://eprints.usm.my/10417/ Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. Ibrahim, Khlipah QA299.6-433 Analysis Tesis ini mengaplikasikan pengoptimuman berstokastik sebagai penyelesaian kepada masaalah pemilihan portfolio. Pemilihan portfolio merupakan satu bidang penting dalam pembuatan keputusan kewangan. Ciri penting bagi masaalah dalam pasaran kewangan umumnya terpisah dan tertakrif dengan jelas. In this thesis stochastic optimization was applied to solve portfolio selection problem. Portfolio selection problem is one of the important areas in financial decision making. An important distinguishing feature of problems in financial markets is that they are generally separable and well defined. 2008-11 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf Ibrahim, Khlipah (2008) Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. PhD thesis, Universiti Sains Malaysia. |
| spellingShingle | QA299.6-433 Analysis Ibrahim, Khlipah Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. |
| title | Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. |
| title_full | Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. |
| title_fullStr | Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. |
| title_full_unstemmed | Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. |
| title_short | Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. |
| title_sort | stochastic optimization for financial decision making: portfolio selection problem [qa402.5. k45 2008 f rb]. |
| topic | QA299.6-433 Analysis |
| url | http://eprints.usm.my/10417/ http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf |