Login / Signup
Portfolio rebalancing model with transaction costs based on fuzzy decision theory.
Yong Fang
K. K. Lai
Shouyang Wang
Published in:
Eur. J. Oper. Res. (2006)
Keyphrases
</>
decision theory
transaction costs
artificial intelligence
decision making
decision theoretic
objective function
cooperative
multi objective
theoretical framework
utility function
decision problems