A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258)
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scientific article; zbMATH DE number 6004716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments |
scientific article; zbMATH DE number 6004716 |
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A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (English)
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10 February 2012
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portfolio adjusting
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possibilistic moment
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transaction costs
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SMO-type decomposition method
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