A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints
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Title
A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints
Authors
Keywords
Uncertainty modeling, Uncertain variable, Portfolio selection, Minimum transaction lots, FA-GA algorithm
Journal
APPLIED INTELLIGENCE
Volume -, Issue -, Pages -
Publisher
Springer Nature
Online
2018-02-02
DOI
10.1007/s10489-017-1124-8
References
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