Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s12597-017-0311-z / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2608945703 / rank | |||
Normal rank |
Revision as of 02:48, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization |
scientific article |
Statements
Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (English)
0 references
25 July 2018
0 references
entropy
0 references
Burg
0 references
credibility
0 references
fuzzy number
0 references
portfolio
0 references
multi objective
0 references