Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
From MaRDI portal
Publication:657529
DOI10.3390/e13010117zbMath1229.90287OpenAlexW1981211029MaRDI QIDQ657529
Publication date: 9 January 2012
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e13010117
Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Portfolio theory (91G10)
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