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 : 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 |
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