Mean-variance-skewness model for portfolio selection with fuzzy returns

Xiang Li, Zhongfeng Qin, Samarjit Kar. Mean-variance-skewness model for portfolio selection with fuzzy returns. European Journal of Operational Research, 202(1):239-247, 2010. [doi]

@article{LiQK10,
  title = {Mean-variance-skewness model for portfolio selection with fuzzy returns},
  author = {Xiang Li and Zhongfeng Qin and Samarjit Kar},
  year = {2010},
  doi = {10.1016/j.ejor.2009.05.003},
  url = {http://dx.doi.org/10.1016/j.ejor.2009.05.003},
  researchr = {https://researchr.org/publication/LiQK10},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {202},
  number = {1},
  pages = {239-247},
}