Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Expected value multiobjective portfolio rebalancing model with fuzzy parameters
scientific article

    Statements

    Expected value multiobjective portfolio rebalancing model with fuzzy parameters (English)
    0 references
    0 references
    0 references
    0 references
    3 April 2014
    0 references
    fuzzy portfolio rebalancing
    0 references
    transaction costs
    0 references
    expected value model
    0 references
    multiobjective programming
    0 references
    real-coded genetic algorithm
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers