Fuzzy multi-period portfolio selection model with discounted transaction costs
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Title
Fuzzy multi-period portfolio selection model with discounted transaction costs
Authors
Keywords
Fuzzy portfolio selection, Mean-semivariance-skewness model, Multi-objective programming, Differential evolution algorithm
Journal
SOFT COMPUTING
Volume 22, Issue 1, Pages 177-193
Publisher
Springer Nature
Online
2016-09-06
DOI
10.1007/s00500-016-2325-5
References
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