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

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Bibliographic Details
Main Author: Younes Elahi
Other Authors: Mohd. Ismail Abd. Aziz, supervisor
Format: Doctoral thesis
Language:English
Published: Universiti Teknologi Malaysia 2025
Subjects:
Online Access:https://utmik.utm.my/handle/123456789/60111
Abstract Abstract here