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

Computers and Mathematics with Applications

Volumn 61, Issue 1, 2011, Pages 126-137

  Bhattacharyya, Rupak ^a   Kar, Samarjit ^a   Majumder, Dwijesh Dutta ^b  

^a NATIONAL INSTITUTE OF TECHNOLOGY   (India)

^b INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

Fuzzy variables; Hybrid intelligence algorithm; Interval numbers; Meanvarianceskewness model; Portfolio selection

Indexed keywords

FUZZY VARIABLE; HYBRID INTELLIGENCE; INTERVAL NUMBER; MEANVARIANCESKEWNESS MODEL; PORTFOLIO SELECTION;

ALGORITHMS; COMPUTER SIMULATION; FUZZY LOGIC; FUZZY SETS; MODELS;

FUZZY SET THEORY;

EID: 78649450477     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2010.10.039     Document Type: Article

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