Portfolio selection with skewness: A multiple-objective approach
β Scribed by Tsong-Yue Lai
- Book ID
- 105563068
- Publisher
- Springer US
- Year
- 1991
- Tongue
- English
- Weight
- 768 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0924-865X
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π SIMILAR VOLUMES
## Abstract Portfolioβtype problems arise in many decisionβmaking situations. In this paper, we consider these problems in the context of multiple criteria model that takes into account two types of criteria, which are used in decision maker's preferences: criteria of the first type are used to cha
In this paper, we introduce the possibilistic mean value and variance of continuous distribution, rather than probability distributions. We propose a multi-objective Portfolio based model and added another entropy objective function to generate a well diversified asset portfolio within optimal asset