A multi-period fuzzy portfolio optimization model with minimum transaction lots
Yong-Jun Liu; Wei-Guo Zhang
| Year of publication: |
2015
|
|---|---|
| Authors: | Liu, Yong-Jun ; Zhang, Wei-guo |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 242.2015, 3 (1.5.), p. 933-941
|
| Subject: | Finance | Multi-period portfolio selection | Mean-semivariance | Minimum transaction lots | Genetic algorithm | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Evolutionärer Algorithmus | Evolutionary algorithm | Fuzzy-Set-Theorie | Fuzzy sets | Losgröße | Lot size | Dynamische Optimierung | Dynamic programming | Transaktionskosten | Transaction costs |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010492358