The skewness for uncertain random variable and application to portfolio selection problem
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Publication:2076451
DOI10.3934/JIMO.2020163zbMATH Open1499.91122OpenAlexW3095147690MaRDI QIDQ2076451FDOQ2076451
Authors: Bo Li, Yadong Shu 
Publication date: 16 February 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020163
Cites Work
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- Portfolio selection with skewness: a comparison of methods and a generalized one fund result
- A linear-quadratic control problem of uncertain discrete-time switched systems
- Some results of moments of uncertain random variables
- Mean-risk-skewness models for portfolio optimization based on uncertain measure
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
- Uncertain portfolio optimization problem under a minimax risk measure
- A METRIC ON UNCERTAIN VARIABLES
Cited In (7)
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
- Mean-risk-skewness models for portfolio optimization based on uncertain measure
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification
- Uncertain analysis of Monkeypox outbreak in the democratic republic of the Congo
- Tsallis entropy of uncertain sets and its application to portfolio allocation
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
- Uncertain random portfolio selection with high order moments
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