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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/10008903155
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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. 191-201
Persistent link: https://www.econbiz.de/10008452529
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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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A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
Zhang, Wei-guo; Zhang, Xi-li; Xu, Wei-jun - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 493-499
Persistent link: https://www.econbiz.de/10003981146
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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