@inbook{7b3779fc502c4c89b1b66864341a33d1,
title = "Credibilistic Mean-Variance-Skewness Model",
abstract = "Most of the existing works on portfolio optimization have been done based on only the first two moments of return distributions. However, there is a controversy over the issue of whether higher moments should be considered in portfolio selection.",
keywords = "Average Relative Error, Fuzzy Variable, Membership Function, Portfolio Optimization, Portfolio Return",
author = "Zhongfeng Qin",
note = "Publisher Copyright: {\textcopyright} 2016, Springer Science+Business Media Singapore.",
year = "2016",
doi = "10.1007/978-981-10-1810-7\_2",
language = "英语",
series = "Uncertainty and Operations Research",
publisher = "Springer Nature",
pages = "29--52",
booktitle = "Uncertainty and Operations Research",
}