A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258)
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scientific article; zbMATH DE number 6004716
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| English | A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments |
scientific article; zbMATH DE number 6004716 |
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A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (English)
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10 February 2012
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portfolio adjusting
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possibilistic moment
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transaction costs
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SMO-type decomposition method
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0.8194489479064941
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0.806610107421875
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0.7983120679855347
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0.7934945225715637
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0.7853178381919861
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