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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Main Author: | Ibrahim, Khlipah |
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Format: | Thesis |
Language: | English |
Published: |
2008
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Subjects: | |
Online Access: | http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf |
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