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. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 36.2010, 3, p. 191-200
|
| Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory | Algorithmus | Algorithm |
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