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

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+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
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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
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