A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints

Wei Chen, Yun Wang, Pankaj Gupta, Mukesh Kumar Mehlawat. A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints. Appl. Intell., 48(9):2996-3018, 2018. [doi]

Abstract

Abstract is missing.