A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
| Year of publication: |
2010
|
|---|---|
| Authors: | Zhang, Wei-Guo ; Zhang, Xi-Li ; Xu, Wei-Jun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 46.2010, 3, p. 493-500
|