MATEC Web of Conferences

The Mean-CVaR Model for Portfolio Optimization Using a Multi-Objective Approach and the Kalai-Smorodinsky Solution

R. Aboulaich, R. Ellaia, S. Elmoumen, A. Habbal and N. Moussaid

MATEC Web Conf., 105 (2017) 00010

Published online: 14 April 2017

DOI: 10.1051/matecconf/201710500010

R. Aboulaich

R. Ellaia

S. Elmoumen

A. Habbal

N. Moussaid

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