Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm
| Year of publication: |
2010
|
|---|---|
| Authors: | Zhang, Xi-li ; Zhang, Wei-Guo ; Xu, Wei-jun ; Xiao, Wei-Lin |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 36.2010, 3, p. 191-200
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Portfolio selection | Transaction cost | LR-type possibility distribution | Mean-variance utility | Comprehensive learning particle swarm optimizer (CLPSO) |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008673620