%0 Journal Article %1 journals/eswa/ChenZC20 %A Chen, Bilian %A Zhong, Jingdong %A Chen, Yuanyuan %D 2020 %J Expert Syst. Appl. %K dblp %P 113104 %T A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange. %U http://dblp.uni-trier.de/db/journals/eswa/eswa145.html#ChenZC20 %V 145

@article{journals/eswa/ChenZC20, added-at = {2020-10-26T00:00:00.000+0100}, author = {Chen, Bilian and Zhong, Jingdong and Chen, Yuanyuan}, biburl = {https://www.bibsonomy.org/bibtex/29de71baea3f4aca3e0c4334d21ed66df/dblp}, ee = {https://doi.org/10.1016/j.eswa.2019.113104}, interhash = {4349cf271965998e1e77d34675e0be3e}, intrahash = {9de71baea3f4aca3e0c4334d21ed66df}, journal = {Expert Syst. Appl.}, keywords = {dblp}, pages = 113104, timestamp = {2020-10-27T11:37:44.000+0100}, title = {A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange.}, url = {http://dblp.uni-trier.de/db/journals/eswa/eswa145.html#ChenZC20}, volume = 145, year = 2020 }