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Title: Portfolio optimization by heuristic algorithms
Author: Collether, John
ISNI:       0000 0004 5358 3502
Awarding Body: University of Essex
Current Institution: University of Essex
Date of Award: 2014
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Portfolio optimization is a major activity in business. It is intensively studied by researchers. Conventional portfolio optimization research made simplifying assumptions. For example, they assumed no constraint in how many assets one holds (cardinality constraint). They also assume no minimum and maximum holding sizes (holding size constraint). Once these assumptions are relaxed, conventional methods become inapplicable. New methods are demanded. Threshold Accepting is an established algorithm in the extended portfolio optimization problem.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available