全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

The optimal fund investment portfolio based on mean– variance –skewness model

Keywords: The optimal portfolio , mean–variance–skewness model

Full-Text   Cite this paper   Add to My Lib

Abstract:

This paper proposed the optimal fund investment portfolio model maximizing both expected return and skewness as well as minimizing the variance. We use fuzzy mathematics method to solve the multi-objectives model, and a numerical example of Chinese fund market is used to illustrate that the method can be efficiently used in practice.

Full-Text

comments powered by Disqus

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133

WeChat 1538708413