Fuzzy multi-objective portfolio selection model with transaction costs

Yang Zhang, Xiang Li, Hau-San Wong, Lirong Tan. Fuzzy multi-objective portfolio selection model with transaction costs. In FUZZ-IEEE 2009, IEEE International Conference on Fuzzy Systems, Jeju Island, Korea, 20-24 August 2009, Proceedings. pages 273-278, IEEE, 2009. [doi]

Abstract

Abstract is missing.