Constrained fuzzy hierarchical analysis for portfolio selection under higher moments

Autoria(s): Nguyen, Thi Thanh; Gordon-Brown, Lee
Data(s)

01/01/2012
Identificador

http://hdl.handle.net/10536/DRO/DU:30056338
Idioma(s)

eng
Publicador

IEEE
Relação

http://dro.deakin.edu.au/eserv/DU:30056338/nguyen-constrainedfuzzy-2012.pdf

http://doi.org/10.1109/TFUZZ.2011.2181520
Palavras-Chave #constrained fuzzy analytic hierarchy process (AHP) #fuzzy numbers #higher moments #portfolio selection #risk management
Tipo

Journal Article
Acesso ao item digital