Uncertain portfolio selection with high-order moments
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Publication:4599526
DOI10.3233/JIFS-17369zbMATH Open1377.91147MaRDI QIDQ4599526FDOQ4599526
Authors: Wei Chen, Yun Wang, Jun Zhang, Shan Lu 
Publication date: 4 January 2018
Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)
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Cited In (17)
- Uncertain random mean-variance-skewness models for the portfolio optimization problem
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- Portfolio optimization using higher moments in an uncertain random environment
- Elliptic entropy of uncertain random variables with application to portfolio selection
- Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Title not available (Why is that?)
- Global optimization of higher order moments in portfolio selection
- Portfolio selection with higher moments
- Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization
- Option implied moments obtained through fuzzy regression
- Portfolio selection with possibilistic kurtosis
- Uncertain random portfolio selection with high order moments
- A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
- Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection
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