{"id":"https://openalex.org/W2012081208","doi":"https://doi.org/10.1016/j.proeng.2011.08.385","title":"mean\u2013variance\u2013skewness fuzzy portfolio selection model based on intuitionistic fuzzy optimization","display_name":"mean\u2013variance\u2013skewness fuzzy portfolio selection model based on intuitionistic fuzzy optimization","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W2012081208","doi":"https://doi.org/10.1016/j.proeng.2011.08.385","mag":"2012081208"},"language":"en","primary_location":{"id":"doi:10.1016/j.proeng.2011.08.385","doi":"https://doi.org/10.1016/j.proeng.2011.08.385","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.proeng.2011.08.385","pdf_url":null,"source":{"id":"https://openalex.org/S45645249","display_name":"Procedia Engineering","issn_l":"1877-7058","issn":["1877-7058"],"is_oa":true,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","jufo-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Procedia Engineering","raw_type":"journal-article"},"volume":null,"type":"conference-paper","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://doi.org/10.1016/j.proeng.2011.08.385","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Guohua Chen","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I257545875","display_name":"Hunan University of Humanities, Science and Technology","ror":"https://ror.org/00s7jmd98","country_code":"CN","type":"education","lineage":["https://openalex.org/I257545875"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Guohua Chen","raw_affiliation_strings":["Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China","institution_ids":["https://openalex.org/I257545875"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109255636","display_name":"Zhijun Luo","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I257545875","display_name":"Hunan University of Humanities, Science and Technology","ror":"https://ror.org/00s7jmd98","country_code":"CN","type":"education","lineage":["https://openalex.org/I257545875"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhijun Luo","raw_affiliation_strings":["Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China","institution_ids":["https://openalex.org/I257545875"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100832639","display_name":"Xiaolian Liao","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I257545875","display_name":"Hunan University of Humanities, Science and Technology","ror":"https://ror.org/00s7jmd98","country_code":"CN","type":"education","lineage":["https://openalex.org/I257545875"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiaolian Liao","raw_affiliation_strings":["Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China","institution_ids":["https://openalex.org/I257545875"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5046005183","display_name":"Xing Yu","orcid":"https://orcid.org/0000-0002-1691-3870","observed_orcids":["https://orcid.org/0000-0002-1691-3870"]},"institutions":[{"id":"https://openalex.org/I257545875","display_name":"Hunan University of Humanities, Science and Technology","ror":"https://ror.org/00s7jmd98","country_code":"CN","type":"education","lineage":["https://openalex.org/I257545875"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xing Yu","raw_affiliation_strings":["Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China","institution_ids":["https://openalex.org/I257545875"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077134407","display_name":"Lian Wu Yang","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I257545875","display_name":"Hunan University of Humanities, Science and Technology","ror":"https://ror.org/00s7jmd98","country_code":"CN","type":"education","lineage":["https://openalex.org/I257545875"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lian Yang","raw_affiliation_strings":["Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of mathematics Hunan Institute of Humanities Science and Technology, Loudi 417000, China","institution_ids":["https://openalex.org/I257545875"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I257545875"],"apc_list":null,"apc_paid":null,"fwci":1.6824,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.80080773,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"15","issue":null,"first_page":"2062","last_page":"2066"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.5580999851226807,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.5580999851226807,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.2615000009536743,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.09640000015497208,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"portfolio optimization","score":0.8759999871253967},{"id":"https://openalex.org/keywords/membership-and-non-membership-functions","display_name":"membership and non-membership functions","score":0.972000002861023},{"id":"https://openalex.org/keywords/fuzzy-portfolio-optimization","display_name":"fuzzy portfolio optimization","score":0.40400001406669617}],"concepts":[{"id":"https://openalex.org/C122342681","wikidata":"https://www.wikidata.org/wiki/Q330828","display_name":"Skewness","level":2,"score":0.5498195290565491},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5300210118293762},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5081095695495605},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4726642370223999},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.4691076874732971},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4647461771965027},{"id":"https://openalex.org/C2780365114","wikidata":"https://www.wikidata.org/wiki/Q169478","display_name":"MATLAB","level":2,"score":0.4376683533191681},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.43495672941207886},{"id":"https://openalex.org/C170260401","wikidata":"https://www.wikidata.org/wiki/Q5251735","display_name":"Defuzzification","level":5,"score":0.42986804246902466},{"id":"https://openalex.org/C1883856","wikidata":"https://www.wikidata.org/wiki/Q3407463","display_name":"Fuzzy number","level":4,"score":0.4062393605709076},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3552234172821045},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.325629860162735},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3044700622558594},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.19588956236839294},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0797688364982605},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.052314966917037964},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.proeng.2011.08.385","doi":"https://doi.org/10.1016/j.proeng.2011.08.385","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.proeng.2011.08.385","pdf_url":null,"source":{"id":"https://openalex.org/S45645249","display_name":"Procedia Engineering","issn_l":"1877-7058","issn":["1877-7058"],"is_oa":true,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","jufo-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Procedia Engineering","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1016/j.proeng.2011.08.385","doi":"https://doi.org/10.1016/j.proeng.2011.08.385","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.proeng.2011.08.385","pdf_url":null,"source":{"id":"https://openalex.org/S45645249","display_name":"Procedia Engineering","issn_l":"1877-7058","issn":["1877-7058"],"is_oa":true,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","jufo-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Procedia Engineering","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1980564456","https://openalex.org/W2013704165","https://openalex.org/W2026589226","https://openalex.org/W2038865108","https://openalex.org/W2060061828","https://openalex.org/W2069109824","https://openalex.org/W2074132428","https://openalex.org/W2075799213","https://openalex.org/W2110633225","https://openalex.org/W2117687469","https://openalex.org/W2128530362","https://openalex.org/W2137724915","https://openalex.org/W2171715801","https://openalex.org/W2991769409","https://openalex.org/W3125057762","https://openalex.org/W4232474910","https://openalex.org/W4246176696","https://openalex.org/W4292158025"],"related_works":["https://openalex.org/W2976379839","https://openalex.org/W2884673195","https://openalex.org/W4403211517","https://openalex.org/W2010856152","https://openalex.org/W2011915669","https://openalex.org/W2134639751","https://openalex.org/W1979998397","https://openalex.org/W2999397151","https://openalex.org/W2522909875","https://openalex.org/W2754038972"],"abstract_inverted_index":{"Abstract":[0],"mean\u2013variance\u2013skewness":[3],"model":[4,31],"for":[5],"optimal":[6],"portfolio":[7],"selection":[8],"in":[9],"intuitionistic":[10,28,36,41],"fuzzy":[11,29,37,42],"environment":[12],"is":[13],"proposed,":[14],"Firstly,":[15],"membership":[16],"and":[17,22],"non-membership":[18],"functions":[19,24],"of":[20],"object":[21],"constrain":[23],"were":[25],"defined.":[26],"Secondly,":[27],"programming":[30,43],"was":[32,44],"presented":[33],"based":[34],"on":[35],"\u201cmin-max\u201d":[38],"operator.":[39],"Then,":[40],"resolved":[45],"by":[46],"Matlab":[47],"software.":[48]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2013,"cited_by_count":2}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}