[1]
|
H. Ahmadzade, Y. Sheng and F. Hassantabar Darzi, Some results of moments of uncertain random variables, Iran. J. Fuzzy Syst., 14 (2017), 1-21.
|
[2]
|
R. Bhattacharyya, A. Chatterjee and S. Kar, Mean-variance-skewness portfolio selection model in general uncertain environment, Indian J. Ind. Appl. Math., 3 (2012), 45-61.
|
[3]
|
W. Briec, K. Kerstens and I. Van de Woestyne, Portfolio selection with skewness: A comparison of methods and a generalized one fund result, Eur. J. Oper. Res., 230 (2013), 412-421.
doi: 10.1016/j.ejor.2013.04.021.
|
[4]
|
A. Chatterjee, R. Bhattacharyya, S. Mukherjee and S. Kar, Optimization of mean-semivariance-skewness portfolio selection model in fuzzy random environment, ICOMOS 2010, American Institute of Physics conference proceedings, 1298 (2010), 516-521.
doi: 10.1063/1.3516359.
|
[5]
|
W. Chen, Y. Wang, P. Gupta and M. K. Mehlawat, A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints, Appl. Intell., 48 (2018), 2996-3018.
doi: 10.1007/s10489-017-1124-8.
|
[6]
|
Y. Chen and Y. Zhu, Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems, J. Ind. Manag. Optim., 14 (2018), 913-930.
doi: 10.3934/jimo.2017082.
|
[7]
|
A. Fernandez-Perez, B. Frijns, A. M. Fuertes and J. Miffre, The skewness of commodity futures returns, J. Bank. Financ., 86 (2018), 143-158.
|
[8]
|
R. Gao and D. A. Ralescu, Elliptic entropy of uncertain set and its applications, Int. J. Intell. Syst., 33 (2018), 836-857.
doi: 10.1002/int.21970.
|
[9]
|
X. Huang and H. Ying, Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations, Econ. Model., 30 (2013), 61-66.
|
[10]
|
R. G. Ibbotson, Price performance of common stock new issues, J. Financ. Econ., 2 (1975), 235-272.
doi: 10.1016/0304-405X(75)90015-X.
|
[11]
|
A. Kolmogorov, Grundbegriffe Der Wahrscheinlichkeitsrechnung, Julius Springer, Berlin, 1933.
|
[12]
|
H. Kwakernaak, Fuzzy random variables-Ⅰ: Definitions and theorems, Inform. Sciences, 15 (1978), 1-29.
doi: 10.1016/0020-0255(78)90019-1.
|
[13]
|
H. Kwakernaak, Fuzzy random variables-Ⅱ: Algorithms and examples for the discrete case, Inform. Sciences, 17 (1979), 253-278.
doi: 10.1016/0020-0255(79)90020-3.
|
[14]
|
D. Kahneman and A. Tversky, Prospect theory: An analysis of decision under risk, Econometrica, 47 (1979), 263-292.
doi: 10.2307/1914185.
|
[15]
|
X. Li, Z. Qin and K. Kar, Mean-variance-skewness model for portfolio selection with fuzzy returns, Eur. J. Oper. Res., 202 (2010), 239-247.
|
[16]
|
B. Liu, Uncertainty Theory, Second ed., Springer-Verlag, Berlin, 2007.
|
[17]
|
B. Liu, Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty, Springer-Verlag, Berlin, 2004.
doi: 10.1007/978-3-540-39987-2.
|
[18]
|
B. Li, Y. Sun, G. Aw and K. L. Teo, Uncertain portfolio optimization problem under a minimax risk measure, Appl. Math. Model., 76 (2019), 274-281.
doi: 10.1016/j.apm.2019.06.019.
|
[19]
|
Y. Liu, Uncertain random variables: A mixture of uncertainty and randomness, Soft Comput., 17 (2013), 625-634.
doi: 10.1007/s00500-012-0935-0.
|
[20]
|
B. Liu, Some research problems in uncertainty theory, J. Uncertain Syst., 3 (2009), 3-10.
|
[21]
|
Y. Liu, Uncertain random programming with applications, Fuzzy Optim. Decis. Ma., 12 (2013), 153-169.
doi: 10.1007/s10700-012-9149-2.
|
[22]
|
H. M. Markowitz, Portfolio selection, J. Financ., 7 (1952), 77-91.
|
[23]
|
A. J. Prakash, C. H. Chang and T. E. Pactwa, Selecting a portfolio with skewness: Recent evidence from US, European and Latin American equity markets, J. Bank. Financ., 27 (2003), 1375-1390.
|
[24]
|
Z. Qin, Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns, Eur. J. Oper. Res., 245 (2015), 480-488.
doi: 10.1016/j.ejor.2015.03.017.
|
[25]
|
W. Xu, G. Liu, H. Li and W. Luo, A study on project portfolio models with skewness risk and staffing, Int. J. Fuzzy Syst., 19 (2017), 2033-2047.
doi: 10.1007/s40815-017-0295-0.
|
[26]
|
H. Yan, Y. Sun and Y. Zhu, A linear-quadratic control problem of uncertain discrete-time switched systems, J. Ind. Manag. Optim., 13 (2017), 267-282.
doi: 10.3934/jimo.2016016.
|
[27]
|
X. Yang and J. Gao, Linear-quadratic uncertain differential games with application to resource extraction problem, IEEE Trans. Fuzzy Syst., 24 (2016), 819-826.
doi: 10.1109/TFUZZ.2015.2486809.
|
[28]
|
T. Ye and Y. Zhu, A metric on uncertain variables, Int. J. Uncertain. Quan., 8 (2018), 251-266.
doi: 10.1615/Int.J.UncertaintyQuantification.2018020455.
|
[29]
|
J. Zhai, M. Bai and H. Wu, Mean-risk-skewness models for portfolio optimization based on uncertain measure, Optimization, 67 (2018), 701-714.
doi: 10.1080/02331934.2018.1426577.
|
[30]
|
L. A. Zadeh, Fuzzy sets, Inform. Control, 8 (1965), 338-353.
doi: 10.1016/S0019-9958(65)90241-X.
|