Uncertain portfolio adjusting model using semiabsolute deviation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
http://link.springer.com/content/pdf/10.1007/s00500-014-1535-y.pdf
Reference34 articles.
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4. Chen X, Liu Y, Ralescu DA (2013) Uncertain stock model with periodic dividends. Fuzzy Optim Decis Mak 12(1):111–123
5. Choi UJ, Jang B, Koo H (2007) An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes. Appl Math Comput 191(1):239–252
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