KNUSTSpace >
Theses / Dissertations >
College of Science >

Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/7765

Title: Heuristic Crossover for Portfolio Selection
Authors: Gyamerah, Asante Samuel
Issue Date: 25-Sep-2015
Abstract: The appropriate choice of an optimal portfolio is the principal problem of both the portfolio manager and the investor. We propose the suitability of Heuristic Crossover in Genetic Algorithm (GA) for the selection of an optimal portfolio of stocks from the Ghana Stock Exchange. In this book, we formulate a model to include practical constraints ( oor-ceiling and cardinality constraints) other than Markowitz unconstrained Mean-Variance model for the selection of our optimal portfolio. We use heuristic crossover as an appropriate solution to optimize the risk-return trade-off and achieve an optimal solution for the portfolio selection and the allocation of weights to each portfolio.
Description: A thesis submitted to the Department of Mathematics, Kwame Nkrumah University of Science and Technology in partial fufillment of the requirement for the degree of Master of Philosophy (Applied Mathematics, 2014
URI: http://hdl.handle.net/123456789/7765
Appears in Collections:College of Science

Files in This Item:

File Description SizeFormat
Gyamerah.pdf645.09 kBAdobe PDFView/Open

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.


Valid XHTML 1.0! DSpace Software Copyright © 2002-2010  Duraspace - Feedback