Robust and Multi-objective Portfolio Selection

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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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Bibliographic Details
Main Author:	Jiang, Lin
Format:	Thesis
Published:	Curtin University 2020
Online Access:	http://hdl.handle.net/20.500.11937/82486

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