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

Ibrahim, Khlipah (2008) Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb]. PhD thesis, Universiti Sains Malaysia.

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Abstract

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.

Item Type:	Thesis (PhD)
Subjects:	Q Science > QA Mathematics > QA299.6-433 Analysis
Divisions:	Pusat Pengajian Pendidikan Jarak Jauh (School of Distance Education)
Depositing User:	MHAH Hazlee Abdul Halil
Date Deposited:	05 Jun 2009 08:06
Last Modified:	13 Jul 2013 04:24
URI:	http://eprints.usm.my/id/eprint/10417

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