Uncertain portfolio selection model considering transaction costs and minimum transaction lots requirement (Q4598494)
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scientific article; zbMATH DE number 6820814
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| English | Uncertain portfolio selection model considering transaction costs and minimum transaction lots requirement |
scientific article; zbMATH DE number 6820814 |
Statements
Uncertain portfolio selection model considering transaction costs and minimum transaction lots requirement (English)
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21 December 2017
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portfolio selection
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mean-variance model
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uncertain programing
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genetic algorithm
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uncertain variable
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0.8236831426620483
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0.8109316825866699
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0.8094145059585571
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0.8092969655990601
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0.8087143301963806
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