Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory

Xue Deng, Junfeng Zhao, Zhongfei Li. Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory. Int. J. Fuzzy Syst., 20(1):209-218, 2018. [doi]

Abstract

Abstract is missing.