"Mean-variance-skewness model for portfolio selection with fuzzy returns."

Xiang Li, Zhongfeng Qin, Samarjit Kar (2010)

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DOI: 10.1016/J.EJOR.2009.05.003

access: closed

type: Journal Article

metadata version: 2020-06-09

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Xiang Li, Zhongfeng Qin, Samarjit Kar:
Mean-variance-skewness model for portfolio selection with fuzzy returns. Eur. J. Oper. Res. 202(1): 239-247 (2010)

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