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References from Credibilistic variance and skewness of trapezoidal fuzzy variable and mean–variance–skewness model for portfolio selection. Local targets link to admitted publications; unresolved targets remain external evidence.
Portfolio selection
1952 · External reference
Portfolio selection with skewness: a multiple-objective approach
10.1007/bf02408382 · 1991 · External reference
The fundamental approximation theorem of portfolio analysis in terms of means, variances and higher moments
10.2307/2296483 · 1970 · External reference
A mean-absolute deviation-skewness portfolio optimization model
10.1007/bf02282050 · 1993 · External reference
A mean–variance-skewness portfolio optimization model
1995 · External reference
Portfolio selection and skewness: Evidence from international stock markets
10.1016/s0378-4266(96)00032-5 · 1997 · External reference
Mean–variance-skewness model for portfolio selection with transaction costs
10.1080/0020772031000158492 · 2003 · External reference
Finding a maximum skewness portfolio a general solution to three-moments portfolio choice
10.1016/s0165-1889(02)00084-2 · 2004 · External reference
Neural network-based mean–variance–skewness model for portfolio selection
10.1016/j.cor.2006.02.012 · 2008 · External reference
A possibilistic approach to selecting portfolios with highest utility score
10.1016/s0165-0114(01)00251-2 · 2002 · External reference
Possibility for decision
10.1007/978-3-642-22642-7 · 2011 · External reference
Portfolio selection with fuzzy returns
2007 · External reference
Mean–variance-skewness model for portfolio selection with fuzzy returns
10.1016/j.ejor.2009.05.003 · 2010 · External reference
How the investor’s risk preferences influence the optimal allocation in a credibilistic portfolio
2019 · External reference
Selecting socially responsible portfolios. a fuzzy multicriteria approach
2019 · External reference
Multiobjective fuzzy portfolio performance evaluation using data envelopment analysis under credibilistic framework
10.1109/tfuzz.2020.2969406 · 2020 · External reference
A multi-period fuzzy mean-minimax risk portfolio model with investor’s risk attitude
2020 · External reference
Multiobjective approach to portfolio optimization in the light of the credibility theory
10.3846/tede.2020.13189 · 2020 · External reference
A multiobjective credibilistic portfolio selection model. Empirical study in the latin American integrated market
10.9770/jesi.2020.8.2(62) · 2020 · External reference
Fuzzy mean–variance–skewness portfolio selection models by interval analysis
10.1016/j.camwa.2010.10.039 · 2011 · External reference
Moments and semi-moments for fuzzy portfolio selection
10.1016/j.insmatheco.2012.07.003 · 2012 · External reference
Unresolved reference
External reference
A possibilistic mean-downside risk-skewness model for efficient portfolio selection
10.1109/tfuzz.2012.2227487 · 2013 · External reference
Fuzzy turnover rate chance constraints portfolio model
10.1016/j.ejor.2013.01.036 · 2013 · External reference
Fuzzy cross-entropy, mean, variance, skewness models for portfolio selection
10.1016/j.jksuci.2013.04.001 · 2014 · External reference
Skewness of fuzzy numbers and its applications in portfolio selection
10.1109/tfuzz.2015.2404340 · 2015 · External reference
Portfolio optimization using a credibility mean-absolute semi-deviation model
10.1016/j.eswa.2015.05.020 · 2015 · External reference
Credibilistic mean–variance-skewness model
2016 · External reference
A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
10.1016/j.physa.2016.08.009 · 2017 · External reference
Multi objective mean–variance–skewness model with burg’s entropy and fuzzy return for portfolio optimization
10.1007/s12597-017-0311-z · 2018 · External reference
Possibilistic moment models for multi-period portfolio selection with fuzzy returns
10.1007/s10614-018-9833-6 · 2018 · External reference
Portfolio optimization based on fuzzy entropy
10.1007/s12008-018-0514-4 · 2019 · External reference
Portfolio selection with coherent investor’s expectations under uncertainty
10.1016/j.eswa.2019.05.008 · 2019 · External reference
Mean–variance-skewness portfolio selection model in general uncertain environment
2012 · External reference
Uncertain portfolio selection with high-order moments
2017 · External reference
A novel hybrid heuristic algorithm for a new uncertain mean–variance-skewness portfolio selection model with real constraints
10.1007/s10489-017-1124-8 · 2018 · External reference
Mean-risk-skewness models for portfolio optimization based on uncertain measure
10.1080/02331934.2018.1426577 · 2018 · External reference
Fuzzy-portfolio-selection models with value-at-risk
10.1109/tfuzz.2011.2144599 · 2011 · External reference
Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
10.1016/j.ins.2016.01.042 · 2016 · External reference
Mean-semi-entropy models of fuzzy portfolio selection
10.1109/tfuzz.2016.2543753 · 2016 · External reference
Measuring uncertainty in the portfolio selection problem
2018 · External reference
Optimizing portfolio selection problems under credibilistic cvar criterion
2018 · External reference
Fuzzy sets as a basis for a theory of possibility
10.1016/0165-0114(78)90029-5 · 1978 · External reference
A sufficient and necessary condition for credibility measures
10.1142/s0218488506004175 · 2006 · External reference
Unresolved reference
2007 · External reference
Expected value of fuzzy variable and fuzzy expected value models
10.1109/tfuzz.2002.800692 · 2002 · External reference
Unresolved reference
2002 · External reference
Expected value operator of random fuzzy variable and random fuzzy expected value models
10.1142/s0218488503002016 · 2003 · External reference
Credibilistic mean–variance model for multi-period portfolio selection problem with risk control
10.1007/s00291-013-0335-6 · 2014 · External reference