Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691): 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/10.1080/02331934.2018.1426577 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2790357409 / rank | |||
Normal rank | |||
Revision as of 20:57, 19 March 2024
scientific article; zbMATH DE number 6875470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-risk-skewness models for portfolio optimization based on uncertain measure |
scientific article; zbMATH DE number 6875470 |
Statements
Mean-risk-skewness models for portfolio optimization based on uncertain measure (English)
0 references
28 May 2018
0 references
portfolio optimization
0 references
uncertain variable
0 references
mean-risk-skewness model
0 references
uncertain programming
0 references
