Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm

Author: Zhang Xi-li   Zhang Wei-Guo   Xu Wei-jun   Xiao Wei-Lin  

Publisher: Springer Publishing Company

ISSN: 0927-7099

Source: Computational Economics, Vol.36, Iss.3, 2010-10, pp. : 191-200

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Abstract