A selection portfolio problem with fuzzy linear exponential distribution (Q2884172)
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scientific article; zbMATH DE number 6038495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A selection portfolio problem with fuzzy linear exponential distribution |
scientific article; zbMATH DE number 6038495 |
Statements
24 May 2012
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portfolio optimization
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concave transaction cost
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rebalancing
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fuzzy probability
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A selection portfolio problem with fuzzy linear exponential distribution (English)
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0.7976407408714294
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0.7941431403160095
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0.7920486927032471
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0.7916072607040405
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