A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
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Publication:1620084
DOI10.1016/j.physa.2016.08.009zbMath1400.91572OpenAlexW2513225097MaRDI QIDQ1620084
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2016.08.009
Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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