An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions
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DOI: 10.1016/j.physa.2015.12.048
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Cited by:
- Masoud Rahiminezhad Galankashi & Farimah Mokhatab Rafiei & Maryam Ghezelbash, 2020. "Portfolio selection: a fuzzy-ANP approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-34, December.
- Yue, Wei & Wang, Yuping, 2017. "A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 124-140.
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Keywords
Portfolio selection; Dynamic optimization; Transaction cost; Investment strategy;All these keywords.
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