Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395)
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English | Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm |
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Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (English)
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26 October 2010
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portfolio selection
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transaction cost
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\(LR\)-type possibility distribution
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mean-variance utility
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comprehensive learning particle swarm optimizer (CLPSO)
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