The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection
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Publication:5874625
DOI10.1142/S1793005720500167OpenAlexW3047144058MaRDI QIDQ5874625
Jules Sadefo Kamdem, Justin Dzuche, Christian Deffo Tassak, Louis Aimé Fono
Publication date: 8 February 2023
Published in: New Mathematics and Natural Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s1793005720500167
variancekurtosisexpected valuefuzzy measureskewnessfuzzy variableoptimal portfoliossemi-variancesemi-kurtosis
Cites Work
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- Mean-semivariance models for fuzzy portfolio selection
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Portfolio selection problems with random fuzzy variable returns
- Fuzzy sets as a basis for a theory of possibility
- Moments and semi-moments for fuzzy portfolio selection
- Expected Value Operator of Random Fuzzy Variable and Random Fuzzy Expected Value Models
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