Login / Signup

Portfolio rebalancing model with transaction costs based on fuzzy decision theory.

Yong FangK. K. LaiShouyang 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