Mean-Entropy-Skewness Fuzzy Portfolio Selection by Credibility Theory Approach.
Rupak BhattacharyyaMohuya B. KarSamarjit KarDwijesh Dutta MajumderPublished in: PReMI (2009)
Keyphrases
- portfolio selection
- multistage stochastic
- information theory
- portfolio optimization
- portfolio management
- fuzzy sets
- financial markets
- robust optimization
- transaction costs
- multiple objectives
- fuzzy numbers
- neural network
- theoretical framework
- text classification
- data warehouse
- case based reasoning
- genetic algorithm