The skewness for uncertain random variable and application to portfolio selection problem
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Publication:2076451
DOI10.3934/jimo.2020163zbMath1499.91122OpenAlexW3095147690MaRDI QIDQ2076451
Publication date: 16 February 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020163
Related Items (3)
Uncertain random portfolio selection with high order moments ⋮ Mean-risk model for uncertain portfolio selection with background risk and realistic constraints ⋮ A new uncertain random portfolio optimization model for complex systems with downside risks and diversification
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