A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Wei-Guo Zhang / rank
Normal rank
 
Property / author
 
Property / author: Wei-jun Xu / rank
Normal rank
 
Property / author
 
Property / author: Wei-Guo Zhang / rank
 
Normal rank
Property / author
 
Property / author: Wei-jun Xu / 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.2010.01.007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2087623191 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The efficient frontier for bounded assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On possibilistic mean value and variance of fuzzy numbers / 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: Q3093324 / 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: Portfolio selection under independent possibilistic information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improvements to Platt's SMO Algorithm for SVM Classifier Design / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints / 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: A new foundation for the mean-variance analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4001511 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The possibilistic moments of fuzzy numbers and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4244873 / 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: On admissible efficient portfolio selection: models and algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: On admissible efficient portfolio selection problem / 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: A fuzzy portfolio selection method based on possibilistic mean and variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection under possibilistic mean-variance utility and a SMO algorithm / rank
 
Normal rank

Latest revision as of 22:12, 4 July 2024

scientific article
Language Label Description Also known as
English
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
scientific article

    Statements

    A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (English)
    0 references
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    0 references
    portfolio adjusting
    0 references
    possibilistic moment
    0 references
    transaction costs
    0 references
    SMO-type decomposition method
    0 references
    0 references
    0 references
    0 references
    0 references