A hybrid FA–SA algorithm for fuzzy portfolio selection with transaction costs
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Title
A hybrid FA–SA algorithm for fuzzy portfolio selection with transaction costs
Authors
Keywords
Portfolio rebalancing, Possibility theory, Fuzzy variables, Transaction costs, Firefly algorithm, Simulated annealing algorithm
Journal
ANNALS OF OPERATIONS RESEARCH
Volume -, Issue -, Pages -
Publisher
Springer Nature
Online
2016-11-09
DOI
10.1007/s10479-016-2365-3
References
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