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...

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Bibliographic Details
Main Author:	Ibrahim, Khlipah
Format:	Thesis
Language:	English
Published:	2008
Subjects:	QA299.6-433 Analysis
Online Access:	http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf
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id	my-usm-ep.10417
record_format	uketd_dc
spelling	my-usm-ep.104172013-07-13T04:24:46Z Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. 2008-11 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 http://eprints.usm.my/10417/ http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf application/pdf en public phd doctoral Universiti Sains Malaysia Pusat Pengajian Pendidikan Jarak Jauh
institution	Universiti Sains Malaysia
collection	USM Institutional Repository
language	English
topic	QA299.6-433 Analysis
spellingShingle	QA299.6-433 Analysis Ibrahim, Khlipah Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].
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.
format	Thesis
qualification_name	Doctor of Philosophy (PhD.)
qualification_level	Doctorate
author	Ibrahim, Khlipah
author_facet	Ibrahim, Khlipah
author_sort	Ibrahim, Khlipah
title	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_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_sort	stochastic optimization for financial decision making: portfolio selection problem [qa402.5. k45 2008 f rb].
granting_institution	Universiti Sains Malaysia
granting_department	Pusat Pengajian Pendidikan Jarak Jauh
publishDate	2008
url	http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf
_version_	1747819860997439488

Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].

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