Fuzzy mean–variance–skewness portfolio selection models by interval analysis-Reference-Cited by-同舟云学术

Fuzzy mean–variance–skewness portfolio selection models by interval analysis

Published:2011-01 Issue:1 Volume:61 Page:126-137
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Bhattacharyya Rupak,Kar Samarjit,Majumder Dwijesh Dutta

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference43 articles.

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4. Portfolio selection with skewness: a multiple–objective approach;Lai;Review of the Quantitative Finance and Accounting,1991

5. A mean–variance–skewness optimization model;Konno;Journal of the Operations Research Society of Japan,1995

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