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Browsing Department of Mathematical Sciences by Subject "332.6015118"

Browsing Department of Mathematical Sciences by Subject "332.6015118"

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  • 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, ...

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