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

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

Bibliografske podrobnosti
Glavni avtor: Younes Elahi, 1976-, author
Format:
Jezik:eng
Izdano: 2014
Teme:
Financial risk
Portfolio management
Opis
Izvleček:Thesis (Ph.D (Matematik)) - Universiti Teknologi Malaysia, 2014

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