Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395)

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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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