Multiobjective Mean-Variance-Skewness Model Portfolio Selection Based Fuzzy Two Phased Method

摘要：

In this study, Multiobjective Mean-Variance-Skewness Model for Optimal Portfolio Selection is formulated, In order to solve the proposed models, a fuzzy twophased algorithm is designed. Finally, a numerical example is given to illustrate the modeling ideas and the effectiveness of the proposed algorithm.

关键词： Mean-variance-skewness model portfolio selection fuzzy two-phased method

作者: Guohua Chen XingYu Xiaolian Liao

作者单位: Department of Mathematics Hunan Institute of Humanities Science and Technology,Loudi, China. 417000

会议类型: 国际会议

会议名称: The Fourth International Joint Conference on Computational Science and Optimization(第四届计算科学与优化国际大会 CSO 2011)

会议地点: 昆明、丽江

会议语种:英文

页码: 219-222

在线出版日期: 2011-04-15（万方平台首次上网日期，不代表论文的发表时间）