Advanced computational methods in portfolio optimisationTools Jin, Yan (2017) Advanced computational methods in portfolio optimisation. PhD thesis, University of Nottingham.
AbstractPortfolio 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 optimisation models and applications for last 60 years.
Actions (Archive Staff Only)
|