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Browsing by Subject "Portfolio management -- Mathematical models"

LAUR Repository

Browsing by Subject "Portfolio management -- Mathematical models"

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  • Medawar, Mohammad Kamal El (Lebanese American University, 2016-05-06)
    Portfolio optimization is the problem of allocating capital over different assets in order to maximize the return on the investment and/or minimize its risk, which has been a major concern for investors throughout the ...
  • Dhaini, Mahdi (Lebanese American University, 2019-10-11)
    Portfolio Optimization is a standard financial engineering problem. It aims for finding the best allocation of resources for a set of assets. This problem has been studied extensively in the literature where different ...