A portfolio optimization model with fuzzy liquidity constrains

Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009

Volumn 1, Issue , 2009, Pages 472-476

  Fang, Yong ^a   Xue, Ruiwen ^a   Wang, Shouyang ^a  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EXPECTED RETURN; FUNDAMENTAL FACTORS; NUMERICAL EXAMPLE; OPTIMIZATION MODELS; PORTFOLIO OPTIMIZATION MODELS; PORTFOLIO SELECTION; PORTFOLIO SELECTION MODELS; POSSIBILITY DISTRIBUTIONS; TURNOVER RATE;

COMBINED SEWERS; FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS;

OPTIMIZATION;

EID: 70649087072     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CSO.2009.362     Document Type: Conference Paper

References (8)

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