A multicriteria optimization model of portfolio rebalancing with transaction costs in fuzzy environment.
Pankaj GuptaGarima MittalMukesh Kumar MehlawatPublished in: Memetic Comput. (2014)
Keyphrases
- transaction costs
- optimization model
- portfolio management
- optimization process
- fuzzy logic
- portfolio selection
- search costs
- fuzzy sets
- multi criteria
- network flow
- goal programming
- group decision making
- stock exchange
- multicriteria decision making
- neural network
- portfolio optimization
- search tree
- knowledge discovery
- search space