Home > Search Results: keywords:"Omega ratio"
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Portfolio Optimization Using Genetic Algorithm
 Kuruc, Igor ; Hanušová, Helena (referee) ; Chvátalová, Zuzana (advisor)
This bachelor's thesis focuses on using knowledge of portfolio theory and methods of soft computing. Theoretical backgroung is provided by postmodern portfolio theory and genetic algorithms. The purpose of aplicational section is maximizing risk-return measure. The result is optimized portfolio based on required properties. All calculation are made in Matlab software
Detailed record
Portfolio Optimization Using Genetic Algorithm
 Kuruc, Igor ; Hanušová, Helena (referee) ; Chvátalová, Zuzana (advisor)
This bachelor's thesis focuses on using knowledge of portfolio theory and methods of soft computing. Theoretical backgroung is provided by postmodern portfolio theory and genetic algorithms. The purpose of aplicational section is maximizing risk-return measure. The result is optimized portfolio based on required properties. All calculation are made in Matlab software
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English