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A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs.

Wei-Guo ZhangYong-Jun LiuWeijun Xu
Published in: Eur. J. Oper. Res. (2012)
Keyphrases
  • portfolio selection
  • transaction costs
  • probabilistic model
  • multi period
  • financial markets
  • portfolio optimization