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

@@ Property / author @@
-Wei-Guo Zhang
@@ Property / author: Wei-Guo Zhang / rank @@
-Normal rank
@@ Property / author @@
-Wei-jun Xu
@@ Property / author: Wei-jun Xu / rank @@
-Normal rank
@@ Property / author @@
+Wei-Guo Zhang
@@ Property / author: Wei-Guo Zhang / rank @@
+Normal rank
@@ Property / author @@
+Wei-jun Xu
@@ Property / author: Wei-jun Xu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.01.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2087623191
@@ Property / OpenAlex ID: W2087623191 / rank @@
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@@ Property / cites work @@
+The efficient frontier for bounded assets
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+On possibilistic mean value and variance of fuzzy numbers
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+A possibilistic approach to selecting portfolios with highest utility score
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+The possibilistic moments of fuzzy numbers and their applications
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+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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+THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
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+On admissible efficient portfolio selection: models and algorithms
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+On admissible efficient portfolio selection problem
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+Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
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+Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
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@@ links / mardi / name / links / mardi / name @@
+Publication:659258