Portfolio selection models based on characteristics of return distributions
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References listed on IDEAS
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More about this item
Keywordsoptimal portfolio; portfolio selection; fuzzy multi-objective programming; skewness; kurtosis;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-16 (All new papers)
- NEP-CMP-2013-06-16 (Computational Economics)
- NEP-RMG-2013-06-16 (Risk Management)
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