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Portfolio Selection Theory with Different Interest Rates for Borrowing and Leading.

Shunming ZhangShouyang WangXiaotie Deng
Published in: J. Glob. Optim. (2004)
Keyphrases
  • portfolio selection
  • multistage stochastic
  • portfolio management
  • financial markets
  • robust optimization
  • feature space
  • genetic programming
  • belief functions
  • transaction costs
  • portfolio optimization