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
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| Format: | |
| Language: | eng |
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2014
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| _version_ | 1796752777188212736 |
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| author | Younes Elahi, 1976-, author Mohd. Ismail Abd. Aziz, supervisor Fakulti Sains |
| author_facet | Younes Elahi, 1976-, author Mohd. Ismail Abd. Aziz, supervisor Fakulti Sains |
| author_sort | Younes Elahi, 1976-, author |
| collection | OCEAN |
| description | Thesis (Ph.D (Matematik)) - Universiti Teknologi Malaysia, 2014 |
| first_indexed | 2024-03-05T14:24:55Z |
| format | |
| id | KOHA-OAI-TEST:518089 |
| institution | Universiti Teknologi Malaysia - OCEAN |
| language | eng |
| last_indexed | 2024-03-05T14:24:55Z |
| publishDate | 2014 |
| record_format | dspace |
| spelling | KOHA-OAI-TEST:5180892020-12-19T17:19:15ZA modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance / Younes Elahi, 1976-, author Mohd. Ismail Abd. Aziz, supervisor Fakulti Sains 2014engThesis (Ph.D (Matematik)) - Universiti Teknologi Malaysia, 2014Includes bibliographical referencesSPSLFinancial riskPortfolio management |
| spellingShingle | Financial risk Portfolio management Younes Elahi, 1976-, author Mohd. Ismail Abd. Aziz, supervisor Fakulti Sains A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance / |
| title | A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance / |
| title_full | A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance / |
| title_fullStr | A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance / |
| title_full_unstemmed | A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance / |
| title_short | A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance / |
| title_sort | modified mean variance conditional value at risk model of multi objective portfolio optimization with an application in finance |
| topic | Financial risk Portfolio management |
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