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Fuzzy cross-entropy, mean, variance, skewness models for portfolio selection

✍ Scribed by Bhattacharyya, Rupak; Hossain, Sheikh Ahmed; Kar, Samarjit


Book ID
121955139
Publisher
Elsevier
Year
2014
Tongue
English
Weight
518 KB
Volume
26
Category
Article
ISSN
1319-1578

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This paper discusses portfolio selection problem in fuzzy environment. In the paper, semivariance is originally presented for fuzzy variable, and three properties of the semivariance are proven. Based on the concept of semivariance of fuzzy variable, two fuzzy mean-semivariance models are proposed.