Fuzzy mean-variance-skewness portfolio selection models by interval analysis
From MaRDI portal
Publication:630734
DOI10.1016/j.camwa.2010.10.039zbMath1207.91059MaRDI QIDQ630734
Samarjit Kar, Rupak Bhattacharyya, Dwijesh Dutta Majumder
Publication date: 19 March 2011
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2010.10.039
portfolio selection; fuzzy variables; mean-variance-skewness model; interval numbers; hybrid intelligence algorithm
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