Name
Abstract | ||
|---|---|---|
In this paper fuzzy mean-entropy-skewness models are proposed for optimal portfolio selection. Entropy is favored as a measure of risk as it is free from dependence on symmetric probability distribution. Credibility theory is applied to evaluate fuzzy mean, skewness and entropy. Hybrid intelligence algorithm is used for simulation. Numerical examples are given in favor of each of the models. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1007/978-3-642-11164-8_98 | PReMI |
Keywords | Field | DocType |
mean-entropy-skewness fuzzy portfolio selection,hybrid intelligence algorithm,paper fuzzy mean-entropy-skewness model,credibility theory,optimal portfolio selection,symmetric probability distribution,fuzzy mean,credibility theory approach,numerical example,probability distribution | Econometrics,Skewness,Computer science,Fuzzy logic,Symmetric probability distribution,Portfolio,Post-modern portfolio theory,Credibility theory,Portfolio optimization | Conference |
Volume | ISSN | Citations |
5909 | 0302-9743 | 1 |
PageRank | References | Authors |
0.37 | 9 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Rupak Bhattacharyya | 1 | 46 | 2.58 |
| Mohuya B. Kar | 2 | 25 | 4.53 |
| Samarjit Kar | 3 | 608 | 63.41 |
| d majumder | 4 | 42 | 7.85 |