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dc.contributor.authorJiang, Lin
dc.contributor.supervisorSong Wangen_US
dc.date.accessioned2021-01-29T06:15:01Z
dc.date.available2021-01-29T06:15:01Z
dc.date.issued2020en_US
dc.identifier.urihttp://hdl.handle.net/20.500.11937/82486
dc.description.abstract

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.

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dc.publisherCurtin Universityen_US
dc.titleRobust and Multi-objective Portfolio Selectionen_US
dc.typeThesisen_US
dcterms.educationLevelPhDen_US
curtin.departmentSchool of Electrical Engineering, Computing and Mathematical Sciencesen_US
curtin.accessStatusOpen accessen_US
curtin.facultyScience and Engineeringen_US


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