Portfolio Selection with Possibilistic Kurtosis

DOI10.1007/978-81-322-2301-6_23zbMath1390.91282OpenAlexW982190980MaRDI QIDQ4640207

Rupak Bhattacharyya, Sheikh Ahmed Hossain

Publication date: 16 May 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-81-322-2301-6_23

zbMATH Keywords

meanvariancekurtosisskewnessfuzzy portfolio selectionpossibilistic measuresZimmerman's fuzzy goal programming

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

This page was built for publication: Portfolio Selection with Possibilistic Kurtosis