Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q512953
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Wei-Guo Zhang / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.05.008 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2089041638 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalence of some quadratic programming algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5305332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The efficient frontier for bounded assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy compromise programming for portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: A possibilistic approach to selecting portfolios with highest utility score / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio rebalancing model with transaction costs based on fuzzy decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: An interval portfolio selection problem based on regret function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5431792 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio analysis. From probabilistic to credibilistic and uncertain approaches. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection under independent possibilistic information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viability of infeasible portfolio selection problems: A fuzzy approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: An analytic derivation of admissible efficient frontier with borrowing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Possibilistic mean-variance models and efficient frontiers for portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection under possibilistic mean-variance utility and a SMO algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio adjusting optimization under credibility measures / rank
 
Normal rank

Latest revision as of 19:21, 4 July 2024

scientific article
Language Label Description Also known as
English
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
scientific article

    Statements

    Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (English)
    0 references
    0 references
    0 references
    0 references
    21 December 2011
    0 references
    0 references
    portfolio adjusting
    0 references
    transaction costs
    0 references
    credibilistic mean and variance
    0 references
    lending and borrowing
    0 references
    0 references