A risk tolerance model for portfolio adjusting problem with...

A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments

Wei-Guo Zhang, Xi-Li Zhang, Wei-Jun Xu
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Volume:
46
Year:
2010
Language:
english
Pages:
7
DOI:
10.1016/j.insmatheco.2010.01.007
File:
PDF, 346 KB
english, 2010
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