Robust multiobjective portfolio with higher moments

Chen Chen, Yu-sha Zhou. Robust multiobjective portfolio with higher moments. Expert Syst. Appl., 100:165-181, 2018. [doi]

@article{ChenZ18-4,
  title = {Robust multiobjective portfolio with higher moments},
  author = {Chen Chen and Yu-sha Zhou},
  year = {2018},
  doi = {10.1016/j.eswa.2018.02.004},
  url = {https://doi.org/10.1016/j.eswa.2018.02.004},
  researchr = {https://researchr.org/publication/ChenZ18-4},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {100},
  pages = {165-181},
}