Work

mean–variance–skewness fuzzy portfolio selection model based on intuitionistic fuzzy optimization

Year: 2011

Type: conference-paper

Abstract: mean–variance–skewness model for optimal portfolio selection in intuitionistic fuzzy environment is proposed, Firstly, membership and non-membership functions of object and constrain functions were defined. Secondly, intuitionistic fuzzy programming model was presented based on intuitionistic fuzzy “min-max” operator. Then, intuitionistic fuzzy programming was resolved by Matlab software.

Source: Procedia Engineering

DOI: 10.1016/j.proeng.2011.08.385

Authors: Guohua Chen, Zhijun Luo, Xiaolian Liao, Xing Yu, Lian Yang

Institution: Hunan University of Humanities, Science and Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W2012081208

FWCI: 1.682

Cites: 18

Cited by: 15

Related to: 10