%0 Journal Article
%T The optimal fund investment portfolio based on mean¨C variance ¨Cskewness model
%A Xing Yu
%A Liang Liu
%A Yuling Tan
%A Wengfeng Huang
%J Journal of Computations & Modelling
%D 2012
%I Scienpress Ltd
%X This paper proposed the optimal fund investment portfolio model maximizing both expected return and skewness as well as minimizing the variance. We use fuzzy mathematics method to solve the multi-objectives model, and a numerical example of Chinese fund market is used to illustrate that the method can be efficiently used in practice.
%K The optimal portfolio
%K mean¨Cvariance¨Cskewness model
%U http://www.scienpress.com/Upload/JCM/Vol%202_1_2.pdf