Multi-objective possibilistic model for portfolio selection with transaction cost
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Publication:1019786
DOI10.1016/j.cam.2008.09.008zbMath1161.91395OpenAlexW2073436279MaRDI QIDQ1019786
Publication date: 28 May 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2008.09.008
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Cites Work
- The mean value of a fuzzy number
- Fuzzy programming and linear programming with several objective functions
- Entropy optimization and mathematical programming
- A possibilistic approach to selecting portfolios with highest utility score
- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
- Fuzzy sets
- Decision-Making in a Fuzzy Environment
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