A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941)
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English | A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs |
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A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (English)
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29 December 2012
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finance
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multi-period portfolio selection
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possibilistic semivariance
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possibilistic entropy
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hybrid intelligent algorithm
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