A Possibilistic Mean-Downside Risk-Skewness Model for Efficient Portfolio Selection.

Enriqueta Vercher José D. Bermúdez

Published in: IEEE Trans. Fuzzy Syst. (2013)

Keyphrases

portfolio selection
portfolio optimization
management system
probability distribution
theoretical framework
optimal portfolio
neural network
artificial intelligence
evolutionary algorithm
probabilistic model
sensitivity analysis
robust optimization