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Fuzzy mean-variance-skewness portfolio selection models by interval analysis.

Rupak BhattacharyyaSamarjit KarDwijesh Dutta Majumder
Published in: Comput. Math. Appl. (2011)
Keyphrases
  • portfolio selection
  • portfolio optimization
  • interval analysis
  • multiple objectives
  • robust optimization
  • fuzzy logic
  • historical data
  • fuzzy set theory
  • financial markets
  • multi view