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A New Mean-Variance-Skewness Model for Portfolio Optimization Using Three-Part Zigzag Uncertain Variable

Crossref DOI link: https://doi.org/10.1007/s40010-024-00905-8

Published Online: 2024-12-13

Published Print: 2025-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Chhatri, Sanjoy

Bhattacharya, Debasish https://orcid.org/0000-0001-7841-7031
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Text and Data Mining valid from 2024-12-13

Version of Record valid from 2024-12-13
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Article History

Received: 6 August 2023

Revised: 12 January 2024

Accepted: 14 October 2024

First Online: 13 December 2024