A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| 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 | |||
Revision as of 20:47, 19 March 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
10 February 2012
0 references
portfolio adjusting
0 references
possibilistic moment
0 references
transaction costs
0 references
SMO-type decomposition method
0 references
