Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
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Publication:711395
DOI10.1007/s10614-010-9220-4zbMath1231.91420OpenAlexW1996379732MaRDI QIDQ711395
Wei-jun Xu, Wei-Lin Xiao, Xi-Li Zhang, Wei-Guo Zhang
Publication date: 26 October 2010
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-010-9220-4
transaction costportfolio selectionmean-variance utility\(LR\)-type possibility distributioncomprehensive learning particle swarm optimizer (CLPSO)
Related Items (3)
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Cites Work
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