Fuzzy Portfolio Model with Transaction Cost Based on Downside Risk Measure

DOI10.1007/978-3-642-14880-4_40zbMath1195.91151OpenAlexW177809744MaRDI QIDQ4930904

Ruoning Xu, Xiaoyan Zhai

Publication date: 2 October 2010

Published in: Advances in Intelligent and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-14880-4_40

zbMATH Keywords

fuzzy numbertransaction costportfolio selectiondownside risk measure

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Financial applications of other theories (91G80) Portfolio theory (91G10)

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