Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mean-variance-skewness model for portfolio selection with fuzzy returns |
scientific article; zbMATH DE number 5634758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance-skewness model for portfolio selection with fuzzy returns |
scientific article; zbMATH DE number 5634758 |
Statements
Mean-variance-skewness model for portfolio selection with fuzzy returns (English)
0 references
17 November 2009
0 references
portfolio selection
0 references
fuzzy variable
0 references
mean-variance-skewness model
0 references
fuzzy programming
0 references
credibility measure
0 references
0 references
0.94749624
0 references
0.94329584
0 references
0.9174927
0 references
0.91669536
0 references
0.9139892
0 references
0.91284746
0 references
0.91042143
0 references
