Mean-variance-skewness model for portfolio selection with fuzzy returns
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Publication:1038405
DOI10.1016/j.ejor.2009.05.003zbMath1175.90438OpenAlexW2137724915MaRDI QIDQ1038405
Samarjit Kar, Zhongfeng Qin, Xiang Li
Publication date: 17 November 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.05.003
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