In this paper, fuzzy stock portfolio selection models that maximize mean and skewness as well as minimize portfolio variance and cross-entropy are proposed. Because returns are typically asymmetric, in addition to typical mean and variance considerations, third order moment skewness is also considered ...
standard deviation, maximum, minimum, skewness, kurtosis, and 1st, 5th, 10th, 25th, 50th, 75th, 90th, 95th, and 99th ‘s percentiles. These analyses are shown in a tabulated format. (ii) Categoric: run tabulates with the mean values for each category of categoric variable(s) specified ...
Comparison Of Skewness and Kurtosis of Effect between GWAS studies.Cristian PattaroDaniel TaliunChristian Fuchsberger