A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:52, 30 January 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
