Portfolio rebalancing model with transaction costs based on fuzzy decision theory
| Year of publication: |
2006
|
|---|---|
| Authors: | Fang, Yong ; Lai, K.K. ; Wang, Shou-Yang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 175.2006, 2, p. 879-893
|