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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University of Nottingham
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.698037 |