Open AccessKURTOSIS AND SEMI-KURTOSIS FOR PORTFOLIO SELECTION WITH FUZZY RETURNS
Author(s) -
Louis Aimé Fono,
Jules Sadefo Kamdem,
Christian Deffo Tassak
Publication year - 2011
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - portfolio , kurtosis , post modern portfolio theory , modern portfolio theory , econometrics , portfolio optimization , skewness , rate of return on a portfolio , mathematics , fuzzy set , fuzzy logic , economics , actuarial science , statistics , computer science , replicating portfolio , financial economics , artificial intelligence
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