Uncertain portfolio selection with high-order moments
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Publication:4599526
DOI10.3233/JIFS-17369zbMath1377.91147MaRDI QIDQ4599526
Wei Chen, Shan Lu, Yun Wang, Jun Zhang
Publication date: 4 January 2018
Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)
portfolio selectionuncertain programminghigh-order momentsuncertain variableflower pollination algorithm
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