Portfolio adjusting optimization with added assets and transaction costs based on credibility measures

Insurance: Mathematics and Economics

Volumn 49, Issue 3, 2011, Pages 353-360

  Zhang, Wei Guo ^a   Zhang, Xili ^a   Chen, Yunxia ^a  

^a SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Credibilistic mean and variance; Lending and borrowing; Portfolio adjusting; Transaction costs

Indexed keywords

EID: 79959441159     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2011.05.008     Document Type: Article

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