PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)

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Bibliographic Details
Main Author:	TAN BING XIANG
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204382
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204382
record_format	dspace
spelling	sg-nus-scholar.10635-2043822021-10-28T12:15:00Z PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR) TAN BING XIANG MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:07:04Z 2021-10-28T01:07:04Z 2018 TAN BING XIANG (2018). PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR). ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204382
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS TAN BING XIANG
author	TAN BING XIANG
spellingShingle	TAN BING XIANG PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)
author_sort	TAN BING XIANG
title	PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)
title_short	PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)
title_full	PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)
title_fullStr	PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)
title_full_unstemmed	PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)
title_sort	portfolio optimization using mean absolute deviation (mad) and conditional value-at-risk (cvar)
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204382
_version_	1715201391159410688

PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)

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