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Comprehensive learning particle swarm optimizer (CLPSO)
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LR-type possibility distribution
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Mean-variance utility
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Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm
Zhang, Xi-li
;
Zhang, Wei-Guo
;
Xu, Wei-jun
;
Xiao, Wei-Lin
- In:
Computational Economics
36
(
2010
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10008673620
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