Fuzzy portfolio model with transaction cost based on downside risk measure (Q4930904)
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scientific article; zbMATH DE number 5794916
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fuzzy portfolio model with transaction cost based on downside risk measure |
scientific article; zbMATH DE number 5794916 |
Statements
Fuzzy Portfolio Model with Transaction Cost Based on Downside Risk Measure (English)
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2 October 2010
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portfolio selection
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downside risk measure
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transaction cost
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fuzzy number
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0.8840175271034241
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0.8519232273101807
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0.837090015411377
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0.83061283826828
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