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An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo; Wang, Ying-luo - In: European journal of operational research : EJOR 184 (2008) 1, pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
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A possible mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
Zhang, Wei-guo; Liu, Yong-jun; Xu, Wei-jun - In: European journal of operational research : EJOR 222 (2012) 2, pp. 341-349
Persistent link: https://www.econbiz.de/10009570407
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Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
Zhang, Wei-guo; Zhang, Xi-li; Xiao, Wei-lin - In: European journal of operational research : EJOR 197 (2009) 2, pp. 693-700
Persistent link: https://www.econbiz.de/10003843641