A modified mean-variance-conditional value at risk model of multi-objective portfolio optimization with an application in finance
This research focuses on the development of a portfolio optimization model based on the classic optimization method and a meta-heuristic algorithm. The main goal of a portfolio optimization model is to achieve maximum return with minimum investment risk by allocating capital based on a set of existi...
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| 主要作者: | |
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| 格式: | Thesis |
| 語言: | English |
| 出版: |
2014
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| 主題: | |
| 在線閱讀: | http://eprints.utm.my/id/eprint/78634/1/YounesElahiPFS2014.pdf |
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