Portfolio adjusting optimization with added assets and transaction costs based on credibility measures

By Wei-guo Zhang, Xili Zhang, Yunxia Chen. 2011

47 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3f5459dd079803001ecd577330ab25481154d659