Heuristic crossover for portfolio selection
| dc.contributor.author | Gyamerah, Asante Samuel | |
| dc.date.accessioned | 2014-11-13T13:20:08Z | |
| dc.date.accessioned | 2023-04-19T14:45:30Z | |
| dc.date.available | 2014-11-13T13:20:08Z | |
| dc.date.available | 2023-04-19T14:45:30Z | |
| dc.date.issued | 2014-11-13 | |
| dc.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 | en_US |
| dc.description.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-o and achieve an optimal solution for the portfolio selection and the allocation of weights to each portfolio. | en_US |
| dc.description.sponsorship | KNUST | en_US |
| dc.identifier.uri | https://ir.knust.edu.gh/handle/123456789/6688 | |
| dc.language.iso | en | en_US |
| dc.title | Heuristic crossover for portfolio selection | en_US |
| dc.type | Thesis | en_US |
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