Date of Award

8-2009

Document Type

Thesis

Degree Name

Master of Science (MS)

Legacy Department

Mathematical Science

Advisor

Wiecek, Margaret M

Committee Member

Brannan , James R

Committee Member

Fadel , Georges M

Abstract

The purpose of this research is the investigation of a portfolio problem in an uncertain environment. Given possible investments with random performance depending on uncertain environmental settings the objective is to establish a methodology for construction of a portfolio which is non-dominated with respect to second order stochastic dominance and whose return distribution is preferable for a least risk decision maker.

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