Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case

DOI10.17535/crorr.2019.0022zbMath1458.90663OpenAlexW2995513260MaRDI QIDQ5147629

Gülcan Petriçli, Tuba Bora Kılınçarslan, A. Gül Gökay Emel

Publication date: 27 January 2021

Published in: Croatian Operational Research Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17535/crorr.2019.0022

zbMATH Keywords

mixed integer linear programmingtransaction costtaxfuzzy linear portfolio optimizationinvestment amount

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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