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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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 |