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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.

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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
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
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