Multi-objective possibilistic model for portfolio selection with transaction cost (Q1019786)
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scientific article; zbMATH DE number 5559044
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| English | Multi-objective possibilistic model for portfolio selection with transaction cost |
scientific article; zbMATH DE number 5559044 |
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Multi-objective possibilistic model for portfolio selection with transaction cost (English)
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28 May 2009
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possibility theory
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portfolio rebalancing
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entropy
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multi-objective problem
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transaction cost
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0.8782134056091309
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0.8502487540245056
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0.8480555415153503
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0.8414009809494019
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