Robust and Multi-objective Portfolio Selection
In this thesis, robust and multi-objective portfolio selection problem will be studied. New models and computational algorithms will be developed to solve the proposed models. In particularly, we have studied multi-objective portfolio selection with inexact information on investment return and covar...
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| Format: | Thesis |
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Curtin University
2020
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| Online Access: | http://hdl.handle.net/20.500.11937/82486 |
| _version_ | 1848764513303658496 |
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| author | Jiang, Lin |
| author_facet | Jiang, Lin |
| author_sort | Jiang, Lin |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | In this thesis, robust and multi-objective portfolio selection problem will be studied. New models and computational algorithms will be developed to solve the proposed models. In particularly, we have studied multi-objective portfolio selection with inexact information on investment return and covariance matrix. The problems have been transformed into easily solvable problems through theoretical analysis. Numerical experiments are presented to validate the methods. |
| first_indexed | 2025-11-14T11:20:33Z |
| format | Thesis |
| id | curtin-20.500.11937-82486 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T11:20:33Z |
| publishDate | 2020 |
| publisher | Curtin University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-824862021-01-29T06:15:01Z Robust and Multi-objective Portfolio Selection Jiang, Lin In this thesis, robust and multi-objective portfolio selection problem will be studied. New models and computational algorithms will be developed to solve the proposed models. In particularly, we have studied multi-objective portfolio selection with inexact information on investment return and covariance matrix. The problems have been transformed into easily solvable problems through theoretical analysis. Numerical experiments are presented to validate the methods. 2020 Thesis http://hdl.handle.net/20.500.11937/82486 Curtin University fulltext |
| spellingShingle | Jiang, Lin Robust and Multi-objective Portfolio Selection |
| title | Robust and Multi-objective Portfolio Selection |
| title_full | Robust and Multi-objective Portfolio Selection |
| title_fullStr | Robust and Multi-objective Portfolio Selection |
| title_full_unstemmed | Robust and Multi-objective Portfolio Selection |
| title_short | Robust and Multi-objective Portfolio Selection |
| title_sort | robust and multi-objective portfolio selection |
| url | http://hdl.handle.net/20.500.11937/82486 |