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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 71, 2022 - Issue 13
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Research Article

Uncertain random mean–variance–skewness models for the portfolio optimization problem

Jia Zhaia School of Economics, Beijing International Studies University, Beijing, People’s Republic of ChinaCorrespondence[email protected]
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,
Manying Baib School of Economics and Management, Beihang University, Beijing, People’s Republic of ChinaView further author information
&
Junzhang Haoc Post-Doctoral Working Station, China Central Depository & Clearing Co., Ltd., Beijing, People’s Republic of China;d Post-Doctoral Research Station, Fudan University, Shanghai, People’s Republic of ChinaView further author information
Pages 3941-3964 | Received 30 Apr 2020, Accepted 16 Apr 2021, Published online: 20 May 2021

Citations (6)

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Xin Chen, Yuanguo Zhu & Bo Li. (2023) Optimal control for uncertain random continuous-time systems. Optimization 72:6, pages 1385-1428.
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Articles from other publishers (5)

Sanjoy Chhatri, Debasish Bhattacharya, Subharashmi Priyadarshini & Kanika Kanika. (2023) Portfolio adjusting model using uncertainty theory: an application to real finance market. Portfolio adjusting model using uncertainty theory: an application to real finance market.
Bo Li & Yayi Huang. (2023) Uncertain random portfolio selection with different mental accounts based on mixed data. Chaos, Solitons & Fractals 168, pages 113198.
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Guangyang Liu, Yang Chang & Hongyan Yan. (2023) Uncertain random problem for multistage switched systems. AIMS Mathematics 8:10, pages 22789-22807.
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Weilong Liu, Yong Zhang, Kailong Lui, Barry Quinn, Xingyu Yang & Qiao Peng. (2023) Evolutionary multi-objective optimisation for large-scale portfolio selection with both random and uncertain returns. SSRN Electronic Journal.
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Mousumi Banerjee, Vanita Garg & Kusum Deep. 2022. Design and Applications of Nature Inspired Optimization. Design and Applications of Nature Inspired Optimization 89 131 .

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