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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.
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
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 137774864
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1007/s00500-018-3452-y
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      – Code: eng
        Text: English
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        StartPage: 8159
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      – TitleFull: Fuzzy multi-objective portfolio model based on semi-variance–semi-absolute deviation risk measures.
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            NameFull: Yue, Wei
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            NameFull: Wang, Yuping
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              M: 09
              Text: Sep2019
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              Y: 2019
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              Value: 23
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              Value: 17
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            – TitleFull: Soft Computing - A Fusion of Foundations, Methodologies & Applications
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