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A modified mean-variance-condi...
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A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance [electronic resource] /
Thesis (Ph.D (Matematik)) - Universiti Teknologi Malaysia, 2014
Bibliographic Details
Main Author:
Younes Elahi, 1976-, author
Format:
Language:
eng
Published:
2014
Subjects:
Financial risk
Portfolio management
Holdings
Description
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