A New Mean-Variance-Skewness Model for Portfolio Optimization Using Three-Part Zigzag Uncertain Variable A New Mean-Variance-Skewness Model for Portfolio Optimization Using Three-Part Zigzag Uncertain Variable

A multi-objective portfolio selection problem involving newly introduced stocks has been studied here, and an innovative solution procedure for the same with a numerical illustration is also provided. The returns of these stocks are represented by a new uncertainty distribution, called the three-par...

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Vydáno v:	Proceedings of the National Academy of Sciences, India, Section A, physical sciences Ročník 95; číslo 1; s. 55 - 70
Hlavní autoři:	Chhatri, Sanjoy, Bhattacharya, Debasish
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	New Delhi Springer India 01.03.2025
Témata:	Applied and Technical Physics Atomic Molecular Optical and Plasma Physics Physics Physics and Astronomy Quantum Physics Research Article Portfolio optimization Uncertain variable Multi-objective programming 74PXX Efficient solution 90-XX
ISSN:	0369-8203, 2250-1762
On-line přístup:	Získat plný text
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