Portfolio selection under higher moments using fuzzy multi-objective linear programming
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Publication:2987922
DOI10.3233/IFS-151927zbMath1361.91057OpenAlexW2329998550MaRDI QIDQ2987922
Publication date: 18 May 2017
Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/ifs-151927
fuzzy setsportfolio selectionhigher momentsmarginal impactsfuzzy multi-objective linear programming (FMOLP)
Related Items (2)
Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments ⋮ Uncertain random portfolio selection with high order moments
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