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

Konstantinos LiagkourasKostas S. Metaxiotis
Published in: Eng. Appl. Artif. Intell. (2018)
Keyphrases
  • portfolio optimization
  • portfolio management
  • portfolio selection
  • factor analysis
  • multi period
  • cost function
  • risk management
  • genetic algorithm
  • decision making
  • transaction costs