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Portfolio rebalancing model with transaction costs based on fuzzy decision theory - MaRDI portal

Portfolio rebalancing model with transaction costs based on fuzzy decision theory

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Publication:2433448

DOI10.1016/j.ejor.2005.05.020zbMath1142.91521OpenAlexW2012151131MaRDI QIDQ2433448

Yanyan Li

Publication date: 27 October 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.05.020




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