A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
From MaRDI portal
Publication:659258
DOI10.1016/j.insmatheco.2010.01.007zbMath1231.91419MaRDI QIDQ659258
Wei-Guo Zhang, Xi-Li Zhang, Wei-jun Xu
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.01.007
91G10: Portfolio theory
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