A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
Wei-Guo Zhang; Xi-Li Zhang; Wei-Jun Xu
| Year of publication: |
2010
|
|---|---|
| Authors: | Zhang, Wei-guo ; Zhang, Xi-li ; Xu, Wei-jun |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 3, p. 493-499
|
| Subject: | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikopräferenz | Risk attitude |
| 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/10003981146