Uncertain portfolio selection model considering transaction costs and minimum transaction lots requirement (Q4598494)
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scientific article; zbMATH DE number 6820814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertain portfolio selection model considering transaction costs and minimum transaction lots requirement |
scientific article; zbMATH DE number 6820814 |
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Uncertain portfolio selection model considering transaction costs and minimum transaction lots requirement (English)
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21 December 2017
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portfolio selection
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mean-variance model
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uncertain programing
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genetic algorithm
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uncertain variable
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