A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
type: Item
instance of: scholarly article
title: A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
zbMATH Open document ID: 1400.91572
author: Wei Yue
author: Yuping Wang
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 6978582
zbMATH Keywords: portfolio selection
zbMATH Keywords: fuzzy variable
zbMATH Keywords: possibilistic moments
zbMATH Keywords: entropy
zbMATH Keywords: multi-objective evolutionary algorithm
MaRDI profile type: Publication
full work available at URL: j.physa.2016.08.009
OpenAlex ID: W2513225097
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DOI: 10.1016/J.PHYSA.2016.08.009
description: scientific article; zbMATH DE number 6978582