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Portfolio selection under higher moments using fuzzy multi-objective linear programming
Portfolio selection under higher moments using fuzzy multi-objective linear programming
History
Journal
Journal of Intelligent and Fuzzy SystemsVolume
30Issue
4Pagination
2139 - 2156Publisher
IOS PRESSPublisher DOI
ISSN
1064-1246eISSN
1875-8967Language
EnglishPublication classification
C Journal article; C1 Refereed article in a scholarly journalCopyright notice
2016, IOS Press and The AuthorUsage metrics
Keywords
Science & TechnologyTechnologyComputer Science, Artificial IntelligenceComputer SciencePortfolio selectionhigher momentsfuzzy setsfuzzy multi-objective linear programming (FMOLP)marginal impactsHIGHER-ORDEROPTIMIZATIONRETURNSMODELALGORITHMPREFERENCEVARIANCERANKINGNUMBERSCOREArtificial Intelligence and Image Processing