Mean-variance-skewness model for portfolio selection with fuzzy returns
By Xiang Li, Zhongfeng Qin, Samarjit Kar. European Journal of Operational Research, 2010
310 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/365581964b81f848bc59c9c8572f3bfd8dd3ec4d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Control and Systems Engineering
In Management Science and Operations Research
- Wei-guo Zhang
- Carlos Artemio Coello Coello
- Antonin Ponsich
- Wei Yue
- Yuping Wang
- Pu Zhang
- Antonio López Jaimes
- Yongjun Liu
In Statistics and Probability
- Wei-guo Zhang
- Carlos Artemio Coello Coello
- Antonin Ponsich
- Wei Yue
- Yuping Wang
- Pu Zhang
- Antonio López Jaimes
- Yongjun Liu
Citations in the corpus
- A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (2017, methodology): “It is more reasonable to use fuzzy variables [15].”
- A Survey on Multiobjective Evolutionary Algorithms for the Solution of the Portfolio Optimization Problem and Other Finance and Economics Applications (2013, background): “Skewness represents the fact that the security price distribution might not be symmetrical.”
- A multi-period portfolio selection optimization model by using interval analysis (2013, background): “Li et al. (2010) proposed several fuzzy mean–variance–skewness models in fuzzy environmentwith fuzzy returns.”