Fuzzy multi-objective portfolio model based on semi-variance–semi-absolute deviation risk measures.
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| Title: | Fuzzy multi-objective portfolio model based on semi-variance–semi-absolute deviation risk measures. |
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| Authors: | Yue, Wei1,2, yuewei@stu.xidian.edu.cn, Wang, Yuping1, ywang@xidian.edu.cn, Xuan, Hejun1, xuanhejun0896@126.com |
| Source: | Soft Computing - A Fusion of Foundations, Methodologies & Applications; Sep2019, Vol. 23 Issue 17, p8159-8179, 21p |
| Database: | Applied Science & Technology Source |
| ISSN: | 14327643 |
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| DOI: | 10.1007/s00500-018-3452-y |
