Please use this identifier to cite or link to this item:
Title: Investment portfolio optimization using evolutionary strategies
Authors: Wang, Yannan.
Keywords: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Issue Date: 2011
Abstract: In the financial market, investors enter the market with the aim to make a profit. To ensure that they make an attractive investment, they carefully assess each asset’s performance and compare their risks and returns. When deciding on an investment, it is highly desirable to maximize the return while minimizing the risk level to a certain acceptable level. As the demand for this rises, portfolio optimization becomes a topic of great interest and importance to investors and financial institutions.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:EEE Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
  Restricted Access
1.34 MBAdobe PDFView/Open

Page view(s) 50

checked on Oct 26, 2020

Download(s) 50

checked on Oct 26, 2020

Google ScholarTM


Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.