Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
type: Item
instance of: scholarly article
title: Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
zbMATH Open document ID: 1391.90567
author: Amritansu Ray
author: S. K. Majumder
published in: Opsearch
publication date: 2018-07-25T00:00:00Z
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C70
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6910336
zbMATH Keywords: entropy
zbMATH Keywords: Burg
zbMATH Keywords: credibility
zbMATH Keywords: fuzzy number
zbMATH Keywords: portfolio
zbMATH Keywords: multi objective
MaRDI profile type: Publication
full work available at URL: s12597-017-0311-z
OpenAlex ID: W2608945703
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DOI: 10.1007/S12597-017-0311-Z
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description: scientific article; zbMATH DE number 6910336