Moments and semi-moments for fuzzy portfolio selection (Q2447405): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2012.07.003
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+W2039324903
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@@ Property / cites work @@
+Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
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+Portfolio selection problems with random fuzzy variable returns
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+Mean-semivariance models for fuzzy portfolio selection
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+Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
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+Fuzzy mean-variance-skewness portfolio selection models by interval analysis
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+A mean-absolute deviation-skewness portfolio optimization model
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+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
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+Mean-variance-skewness model for portfolio selection with fuzzy returns
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+Theory and practice of uncertain programming
@@ Property / cites work: Theory and practice of uncertain programming / rank @@
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+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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+Portfolio selection based on upper and lower exponential possibility distributions
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+Fuzzy sets as a basis for a theory of possibility
@@ Property / cites work: Fuzzy sets as a basis for a theory of possibility / rank @@
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