Fuzzy Model for Portfolio Selection with Transaction Cost

DOI10.1007/978-3-642-03664-4_145zbMath1189.91198OpenAlexW2267483935MaRDI QIDQ3563327

Ruoning Xu, Xiaoyan Zhai

Publication date: 31 May 2010

Published in: Advances in Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-03664-4_145

zbMATH Keywords

fuzzy numbertransaction costportfolio selection

Mathematics Subject Classification ID

Quadratic programming (90C20) Portfolio theory (91G10)

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