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 |