Wei Yue, Yuping Wang. A Fuzzy Multi-objective Portfolio Selection Model with Transaction Cost and Liquidity. In 11th International Conference on Computational Intelligence and Security, CIS 2015, Shenzhen, China, December 19-20, 2015. pages 258-261, IEEE, 2015. [doi]
@inproceedings{YueW15,
title = {A Fuzzy Multi-objective Portfolio Selection Model with Transaction Cost and Liquidity},
author = {Wei Yue and Yuping Wang},
year = {2015},
doi = {10.1109/CIS.2015.70},
url = {http://dx.doi.org/10.1109/CIS.2015.70},
researchr = {https://researchr.org/publication/YueW15},
cites = {0},
citedby = {0},
pages = {258-261},
booktitle = {11th International Conference on Computational Intelligence and Security, CIS 2015, Shenzhen, China, December 19-20, 2015},
publisher = {IEEE},
isbn = {978-1-4673-8660-9},
}