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Constrained fuzzy hierarchical analysis for portfolio selection under higher moments

journal contribution

posted on 2012-01-01, 00:00 authored by Thanh Thi NguyenThanh Thi Nguyen, L Gordon-Brown

Constrained fuzzy hierarchical analysis for portfolio selection under higher moments

History

Journal

IEEE transactions on fuzzy systems

Volume

20

Issue

4

Season

Article number : 6112209

Pagination

666 - 682

Publisher

IEEE

Location

Piscataway, N.J.

Publisher DOI

https://doi.org/10.1109/TFUZZ.2011.2181520

ISSN

1063-6706

eISSN

1941-0034

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

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Categories

Artificial intelligence not elsewhere classified

Keywords

constrained fuzzy analytic hierarchy process (AHP)fuzzy numbers higher moments portfolio selection risk management Science & Technology Technology Computer Science, Artificial Intelligence Engineering, Electrical & Electronic Computer Science Engineering HIGHER-ORDER RANKING VARIANCE NUMBERS MODELS AREA RISK Artificial Intelligence and Image Processing

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All Rights Reserved

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