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Mathematical Problems in Engineering
Volume 2014 (2014), Article ID 104064, 7 pages
http://dx.doi.org/10.1155/2014/104064
Research Article

Mean-Variance-CvaR Model of Multiportfolio Optimization via Linear Weighted Sum Method

Faculty of Science, Department of Mathematics, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor, Malaysia

Received 16 July 2013; Accepted 22 January 2014; Published 30 March 2014

Academic Editor: Hao Shen

Copyright © 2014 Younes Elahi and Mohd Ismail Abd Aziz. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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