Uncertain portfolio selection model considering transaction costs and minimum transaction lots requirement

DOI10.3233/JIFS-169218zbMath1376.91158OpenAlexW2619559909MaRDI QIDQ4598494

Rui Hu, Chao Zhang, Lirong Wei

Publication date: 21 December 2017

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/jifs-169218

zbMATH Keywords

genetic algorithmportfolio selectionmean-variance modeluncertain variableuncertain programing

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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