Constrained fuzzy hierarchical analysis for portfolio selection under higher moments Nguyen, Thi Thanh and Gordon-Brown, Lee 2012, Constrained fuzzy hierarchical analysis for portfolio selection under higher moments, IEEE transactions on fuzzy systems, vol. 20, no. 4, Article number : 6112209, pp. 666-682, doi: 10.1109/TFUZZ.2011.2181520. Attached Files Name Description MIMEType Size Downloads Title Constrained fuzzy hierarchical analysis for portfolio selection under higher moments Author(s) Nguyen, Thi Thanh Gordon-Brown, Lee Journal name IEEE transactions on fuzzy systems Volume number 20 Issue number 4 Season Article number : 6112209 Start page 666 End page 682 Total pages 17 Publisher IEEE Place of publication Piscataway, N.J. Publication date 2012 ISSN 1063-6706 1941-0034 Keyword(s) constrained fuzzy analytic hierarchy process (AHP) fuzzy numbers higher moments portfolio selection risk management Language eng DOI 10.1109/TFUZZ.2011.2181520 Field of Research 010206 Operations Research 010299 Applied Mathematics not elsewhere classified 080108 Neural, Evolutionary and Fuzzy Computation Socio Economic Objective 910299 Microeconomics not elsewhere classified HERDC Research category C1.1 Refereed article in a scholarly journal Persistent URL http://hdl.handle.net/10536/DRO/DU:30056338 Document type: Journal Article Collection: Centre for Intelligent Systems Research Related Links Link Description Connect to published version (restricted access) Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Thu, 03 Oct 2013, 10:41:29 EST Fri, 04 Oct 2013, 12:30:20 EST Fri, 13 Jun 2014, 18:26:41 EST Thu, 11 Dec 2014, 19:05:40 EST Wed, 18 Nov 2015, 06:55:14 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 11 times in Scopus Search Google Scholar Access Statistics: 115 Abstract Views, 2 File Downloads  -  Detailed Statistics Created: Thu, 03 Oct 2013, 10:41:29 EST

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