Meng, Xiaolian and Ma, Jing (2023) A Credible Mean-Skewness-Kurtosis Portfolio Selection Model with Chance-Constraint. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
This paper firstly suppose that the distribution of asset returns has the characteristics of heavy tail and high peak in the actual financial market, and the risky asset returns are set as triangular fuzzy numbers. Meanwhile, the third and fourth moments of the returns are used to express skewness a
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:00 |
| Last Modified: | 17 Apr 2026 03:53 |
| URI: | http://eprints.eai.eu/id/eprint/41828 |
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