-free asset existing situations, of the mean-variance-skewness (MVS) optimization model subject to mean …

-free asset existing situations, of the mean-variance-skewness (MVS) optimization model subject to mean …

This contribution compares existing and newly developed techniques for geometrically representing mean–variance–skewness …

portfolio return. In fact, we propose a fuzzy portfolio mean–variance–skewness model with cardinality constraint which combines …

conflicting portfolio goals in the mean – variance - skewness – kurtosis frame-work. In this study, portfolios will be formed in …- variance- skewness- kurtosis framework, multiple conflicting and competing portfolio objectives such as maximizing expected …; Jana et al,2007; Maringer and Parpas, 2009; Briec et al, 2007; Taylan and Tatlidil, 2010).In this study, in the mean …