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

Bachelor's

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Bibliographic Details
Main Author: TAN BING XIANG
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/204628
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Institution: National University of Singapore
Description
Summary:Bachelor's