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
Main Authors: | Younes Elahi, 1976-, author, Mohd. Ismail Abd. Aziz, supervisor, Fakulti Sains |
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Format: | |
Language: | eng |
Published: |
2014
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Subjects: |
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