Institutional Repository

Browsing Department of Decision Sciences by Subject "332.6015118"

Browsing Department of Decision Sciences by Subject "332.6015118"

Sort by: Order: Results:

  • Busetti, Franco Raoul (2000-06)
    In this thesis we investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, ...

Search UnisaIR


Browse

My Account