Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810)
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scientific article; zbMATH DE number 5991246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio adjusting optimization with added assets and transaction costs based on credibility measures |
scientific article; zbMATH DE number 5991246 |
Statements
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (English)
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21 December 2011
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portfolio adjusting
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transaction costs
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credibilistic mean and variance
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lending and borrowing
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