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zbMATH Open1374.91109MaRDI QIDQ2983939

Publication date: 17 May 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

entropy transaction costs discrete approximate iteration mean average absolute deviation multi-period fuzzy portfolio selection

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (2)

Multi-period mean-variance portfolio selection with fixed and proportional transaction costs ⋮ A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost

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