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Portfolio selection and optimization by a variable neighborhood search - by Bassam Nabil Bitar

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dc.contributor.author Bitar, Bassam Nabil
dc.date.accessioned 2012-06-13T07:10:18Z
dc.date.available 2012-06-13T07:10:18Z
dc.date.issued 2006
dc.identifier.uri http://hdl.handle.net/10938/7352
dc.description Project (M.E.M)--American University of Beirut, Engineering Management Program, 2006.
dc.description Bibliography: leaves45-46.
dc.description.abstract Portfolio optimization consists of selecting from a universe of X assets a numbe r of assets, X or less, and assigning to each asset a certain weight in such a w ay as to minimize the risk of the portfolio and maximize its return. Financial i nstitutions
dc.format.extent x, 121, 1 folded leaf : ill. 30 cm.
dc.language.iso eng
dc.relation.ispartof Theses, Dissertations, and Projects
dc.subject.classification EPj:001406 AUBNO
dc.subject.lcsh Mathematical optimization
dc.subject.lcsh Heuristic programming
dc.title Portfolio selection and optimization by a variable neighborhood search - by Bassam Nabil Bitar
dc.type Project
dc.contributor.department American University of Beirut. Faculty of Engineering and Architecture. Engineering Management Program


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