1. Shodhbhagirathi @ IITR
  2. MATHEMATICS
  3. MASTERS' THESES (Maths)
Please use this identifier to cite or link to this item: http://localhost:8081/jspui/handle/123456789/18986
Title: FUND STANDARDIZATION BINARY GENETIC ALGORITHMS FOR OPTIMIZED PORTFOLIO CONSTRUCTION
Authors: Meena, Deepak
Issue Date: Apr-2024
Publisher: IIT, Roorkee
Abstract: Modern Portfolio Theory (MPT) forms the foundation of portfolio optimization but carries certain limitations, such as increased computational complexity as portfolio size grows, reliance on pairwise stock relationships, and the inability to calculate the coefficient of variation. This project proposes an innovative portfolio optimization approach leveraging fund with a binary-encoded genetic algorithm to address these challenges.
URI: http://localhost:8081/jspui/handle/123456789/18986
Research Supervisor/ Guide: Gangopadhyay, Aditi
metadata.dc.type: Dissertations
Appears in Collections:MASTERS' THESES (Maths)

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