Multi-period mean–variance fuzzy portfolio optimization model with transaction costs-Reference-Cited by-同舟云学术

Multi-period mean–variance fuzzy portfolio optimization model with transaction costs

Published:2018-01 Issue: Volume:67 Page:260-269
ISSN:0952-1976
Container-title:Engineering Applications of Artificial Intelligence
language:en
Short-container-title:Engineering Applications of Artificial Intelligence

Author:

Liagkouras K.,Metaxiotis K.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Artificial Intelligence,Control and Systems Engineering

Reference52 articles.

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4. On possibilistic mean value and variance of fuzzy numbers;Carlsson;Fuzzy Sets and Systems,2001

5. Cesarone, F., Scozzari, A., Tardella, F., 2008. Efficient Algorithms for Mean-Variance Portfolio Optimization with Hard Real-World Constraints, The 18th AFIR Colloquium: Financial Risk in a Changing World, Rome, September 30 to October 3.

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