AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT

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Bibliographic Details
Main Author:	JOLINE ANN VILLARANDA UICHANCO
Other Authors:	SINGAPORE-MIT ALLIANCE
Format:	Theses and Dissertations
Published:	2019
Subjects:	Robust portfolio optimization Optimized Certainty Equivalent Ambigu-ous Risk Measures convex risk measure
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/153975
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-153975
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spelling	sg-nus-scholar.10635-1539752019-05-10T13:13:31Z AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT JOLINE ANN VILLARANDA UICHANCO SINGAPORE-MIT ALLIANCE KARTHIK NATARAJAN MELVYN SIM Robust portfolio optimization Optimized Certainty Equivalent Ambigu-ous Risk Measures convex risk measure Master's MASTER OF SCIENCE IN COMPUTATIONAL ENGINEERING 2019-05-10T05:31:56Z 2019-05-10T05:31:56Z 2007 Thesis JOLINE ANN VILLARANDA UICHANCO (2007). AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/153975 SMA BATCHLOAD 20190422
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Robust portfolio optimization Optimized Certainty Equivalent Ambigu-ous Risk Measures convex risk measure
spellingShingle	Robust portfolio optimization Optimized Certainty Equivalent Ambigu-ous Risk Measures convex risk measure JOLINE ANN VILLARANDA UICHANCO AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT
description	Master's
author2	SINGAPORE-MIT ALLIANCE
author_facet	SINGAPORE-MIT ALLIANCE JOLINE ANN VILLARANDA UICHANCO
format	Theses and Dissertations
author	JOLINE ANN VILLARANDA UICHANCO
author_sort	JOLINE ANN VILLARANDA UICHANCO
title	AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT
title_short	AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT
title_full	AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT
title_fullStr	AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT
title_full_unstemmed	AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT
title_sort	ambiguous risk measures and piecewise linear utility models in portfolio management
publishDate	2019
url	https://scholarbank.nus.edu.sg/handle/10635/153975
_version_	1681099322541735936

AMBIGUOUS RISK MEASURES AND PIECEWISE LINEAR UTILITY MODELS IN PORTFOLIO MANAGEMENT

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