The Mean-Variance-CVaR model for Portfolio Optimization Modeling using a Multi-Objective Approach Based on a Hybrid Method

Author: Aboulaich R.  

Publisher: Edp Sciences

E-ISSN: 1760-6101|5|7|103-108

ISSN: 0973-5348

Source: Mathematical Modelling of Natural Phenomena , Vol.5, Iss.7, 2010-08, pp. : 103-108

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Abstract