الفهرس | Only 14 pages are availabe for public view |
Abstract The major aim of this Thesis is to achieve a more appropriate investment model in portfolio selection for risk taker investors. The selection of optimal portfolios is the central problem of financial investment decisions. Mathematically speaking, portfolio selection refers to the formulation of an objective function that determines the weights of the portfolio invested in each asset as to maximize return and minimize risk. In this study, a genetic algorithm is used for Stock Portfolio selection. The shares of thecompanies are considered as stock in this work.In the first stage good quality of stocksare identified by stock ranking. In the second stage investment allocation in the selectedgood quality stocks is optimized using genetic algorithm.Hence by using geneticalgorithm an optimal portfolio can be determined. This application provides a veryfeasible and useful tool to assist the investors in planning their investment strategy andconstructing their portfolio |