Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization

DOI10.1007/s12597-017-0311-zzbMath1391.90567OpenAlexW2608945703MaRDI QIDQ724371

Amritansu Ray, Sanat Kumar Majumder

Publication date: 25 July 2018

Published in: Opsearch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12597-017-0311-z

zbMATH Keywords

entropyportfoliofuzzy numbercredibilitymulti objectiveBurg

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (1)

Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection

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