A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs

Xu, Wei-Jun; Zhang, Wei-Guo; Liu, Yong-Jun

doi:10.1016/j.ejor.2012.04.023

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

ScienceOpenPublisher

Bookmark

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

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

License:

http://www.elsevier.com/tdm/userlicense/1.0/

History

Data availability:

A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs

Read this article at

Related collections

High Entropy Alloys and Complex Concentrated Alloys

Author and article information

Journal

Article

History

Comments

Comment on this article

Similar content 1,705

Cited by 20