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"Portfolio optimization using higher moments in an uncertain random ..."

Mukesh Kumar Mehlawat, Pankaj Gupta, Ahmad Zaman Khan (2021)

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DOI: 10.1016/J.INS.2021.03.019

access: closed

type: Journal Article

metadata version: 2023-03-09

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  - https://dblp.org/rec/journals/isci/MehlawatGK21
Mukesh Kumar Mehlawat, Pankaj Gupta, Ahmad Zaman Khan:
Portfolio optimization using higher moments in an uncertain random environment. Inf. Sci. 567: 348-374 (2021)

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