ScienceOpen:
research and publishing network
For Publishers
Discovery
Metadata
Peer review
Hosting
Publishing
For Researchers
Join
Publish
Review
Collect
My ScienceOpen
Sign in
Register
Dashboard
Blog
About
Search
Advanced search
My ScienceOpen
Sign in
Register
Dashboard
Search
Search
Advanced search
For Publishers
Discovery
Metadata
Peer review
Hosting
Publishing
For Researchers
Join
Publish
Review
Collect
Blog
About
4
views
0
references
Top references
cited by
20
Cite as...
0 reviews
Review
0
comments
Comment
0
recommends
+1
Recommend
0
collections
Add to
0
shares
Share
Twitter
Sina Weibo
Facebook
Email
2,840
similar
All similar
Record
: found
Abstract
: not found
Article
: not found
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
Author(s):
Wei-Guo Zhang
,
Yong-Jun Liu
,
Wei-Jun Xu
Publication date
Created:
October 2012
Publication date
(Print):
October 2012
Journal:
European Journal of Operational Research
Publisher:
Elsevier BV
Read this article at
ScienceOpen
Publisher
Review
Review article
Invite someone to review
Bookmark
Cite as...
There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
Related collections
High Entropy Alloys and Complex Concentrated Alloys
Author and article information
Journal
Title:
European Journal of Operational Research
Abbreviated Title:
European Journal of Operational Research
Publisher:
Elsevier BV
ISSN (Print):
03772217
Publication date Created:
October 2012
Publication date (Print):
October 2012
Volume
: 222
Issue
: 2
Pages
: 341-349
Article
DOI:
10.1016/j.ejor.2012.04.023
SO-VID:
73bd3030-c56b-443a-a14e-91072a174d62
Copyright ©
© 2012
License:
http://www.elsevier.com/tdm/userlicense/1.0/
History
Data availability:
Comments
Comment on this article
Sign in to comment
scite_
Similar content
2,840
The Geometric Portfolio Optimization with Semivariance in Financial Engineering
Authors:
Maojun Zhang
,
Jiangxia Nan
,
Gonglin Yuan
The mean-semivariances approach to realistic portfolio optimization subject to transactions costs
Authors:
F. Hanza
,
J. Janssen
,
A. J. Janssen
Semivariance and stochastic dominance: a comparison
Authors:
Porter
,
RB Porter
See all similar
Cited by
20
Applications of Entropy in Finance: A Review
Authors:
Rongxi Zhou
,
Ru Cai
,
Guanqun Tong
Properties of Risk Measures of Generalized Entropy in Portfolio Selection
Authors:
Rongxi Zhou
,
Xiao Liu
,
Mei Kuen Yu
…
A fuzzy bi-level programming approach to scarce drugs supply and ration planning problem under risk
Authors:
Bahareh Aghababaei
,
Mir Saman Pishvaee
,
Farnaz Barzinpour
See all cited by