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	Mean-risk-skewness models for portfolio optimization based on uncertain measure
	Zhai, Jia; Bai, Manying; Wu, Hongru
刊名	OPTIMIZATION
	2018
卷号	67页码:701-714
关键词	Portfolio optimization uncertain variable mean-risk-skewness model uncertain programming
ISSN号	0233-1934
DOI	10.1080/02331934.2018.1426577
URL标识	查看原文
收录类别	SCIE ; SSCI
WOS记录号	WOS:000437018900012
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5934265
专题	北京航空航天大学
推荐引用方式 GB/T 7714	Zhai, Jia,Bai, Manying,Wu, Hongru. Mean-risk-skewness models for portfolio optimization based on uncertain measure[J]. OPTIMIZATION,2018,67:701-714.
APA	Zhai, Jia,Bai, Manying,&Wu, Hongru.(2018).Mean-risk-skewness models for portfolio optimization based on uncertain measure.OPTIMIZATION,67,701-714.
MLA	Zhai, Jia,et al."Mean-risk-skewness models for portfolio optimization based on uncertain measure".OPTIMIZATION 67(2018):701-714.

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