Fuzzy multi-period portfolio selection model with discounted transaction costs
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Publication:1703702
DOI10.1007/s00500-016-2325-5zbMath1382.91086OpenAlexW2509958725MaRDI QIDQ1703702
Wei-Guo Zhang, Yong-Jun Liu, Xue-Jin Zhao
Publication date: 7 March 2018
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-016-2325-5
multi-objective programmingdifferential evolution algorithmfuzzy portfolio selectionmean-semivariance-skewness model
Approximation methods and heuristics in mathematical programming (90C59) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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