Multi-objective Portfolio Selection Based on Skew-Normal Uncertainty Distribution and Asymmetric Entropy

Seyyed Hamed Abtahi, Gholamhossein Yari, Farhad Hosseinzadeh Lotfi, Rahman Farnoosh. Multi-objective Portfolio Selection Based on Skew-Normal Uncertainty Distribution and Asymmetric Entropy. Int. J. Fuzzy Logic and Intelligent Systems, 21(1):38-48, 2021. [doi]

Abstract

Abstract is missing.