Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection
From MaRDI portal
Publication:1979975
DOI10.1016/j.rinam.2021.100159zbMath1471.91511OpenAlexW3157739347MaRDI QIDQ1979975
Jagdish Kumar Pahade, Manoj Jha
Publication date: 3 September 2021
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.rinam.2021.100159
credibility measurefuzzy portfolio selectioncredibilistic skewnesscredibilistic variancetrapezoidal fuzzy variable
Cites Work
- Unnamed Item
- Fuzzy turnover rate chance constraints portfolio model
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Possibility for decision. A possibilistic approach to real life decisions.
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
- Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Fuzzy sets as a basis for a theory of possibility
- A mean-absolute deviation-skewness portfolio optimization model
- A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
- A possibilistic approach to selecting portfolios with highest utility score
- Theory and practice of uncertain programming
- Neural network-based mean-variance-skewness model for portfolio selection
- Moments and semi-moments for fuzzy portfolio selection
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- Mean-variance-skewness model for portfolio selection with transaction costs
- A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
- Uncertain portfolio selection with high-order moments
- Mean-risk-skewness models for portfolio optimization based on uncertain measure
- A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
- Expected Value Operator of Random Fuzzy Variable and Random Fuzzy Expected Value Models
- Uncertainty theory
This page was built for publication: Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection