Pages that link to "Item:Q4643691"

The following pages link to Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691):

Displaying 8 items.

• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• The skewness for uncertain random variable and application to portfolio selection problem (Q2076451) (← links)
• A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
• Uncertain random portfolio selection with high order moments (Q2691397) (← links)
• Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
• International portfolio optimization based on uncertainty theory (Q5151535) (← links)