A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
type: Item
instance of: scholarly article
title: A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
zbMATH Open document ID: 1253.91173
author: Wei-Guo Zhang
author: Yong-Jun Liu
author: Weijun Xu
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 6119513
zbMATH Keywords: finance
zbMATH Keywords: multi-period portfolio selection
zbMATH Keywords: possibilistic semivariance
zbMATH Keywords: possibilistic entropy
zbMATH Keywords: hybrid intelligent algorithm
MaRDI profile type: Publication
full work available at URL: j.ejor.2012.04.023
OpenAlex ID: W2081508255
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DOI: 10.1016/J.EJOR.2012.04.023
description: scientific article; zbMATH DE number 6119513