A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance /

A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance /

Thesis (Ph.D (Matematik)) - Universiti Teknologi Malaysia, 2014

Bibliographic Details
Main Authors: Younes Elahi, 1976-, author, Mohd. Ismail Abd. Aziz, supervisor, Fakulti Sains
Format:
Language:eng
Published: 2014
Subjects:
Financial risk
Portfolio management
Description
Summary:Thesis (Ph.D (Matematik)) - Universiti Teknologi Malaysia, 2014

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