Yong Fang, Ruiwen Xue, Shouyang Wang. A Portfolio Optimization Model with Fuzzy Liquidity Constrains. In Lean Yu, Kin Keung Lai, S. K. Mishra, editors, Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 1. pages 472-476, IEEE Computer Society, 2009. [doi]
@inproceedings{FangXW09,
title = {A Portfolio Optimization Model with Fuzzy Liquidity Constrains},
author = {Yong Fang and Ruiwen Xue and Shouyang Wang},
year = {2009},
doi = {10.1109/CSO.2009.362},
url = {http://doi.ieeecomputersociety.org/10.1109/CSO.2009.362},
tags = {optimization},
researchr = {https://researchr.org/publication/FangXW09},
cites = {0},
citedby = {0},
pages = {472-476},
booktitle = {Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 1},
editor = {Lean Yu and Kin Keung Lai and S. K. Mishra},
publisher = {IEEE Computer Society},
isbn = {978-0-7695-3605-7},
}