A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
| Year of publication: |
2012
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|---|---|
| Authors: | Zhang, Wei-Guo ; Liu, Yong-Jun ; Xu, Wei-Jun |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 222.2012, 2 (16.10.), p. 341-350
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