Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm

Computational Economics

Volumn 36, Issue 3, 2010, Pages 191-200

  Zhang, Xi li ^a   Zhang, Wei Guo ^a   Xu, Wei jun ^a   Xiao, Wei Lin ^a  

^a SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Comprehensive learning particle swarm optimizer (CLPSO); LR type possibility distribution; Mean variance utility; Portfolio selection; Transaction cost

Indexed keywords

EID: 84755161004     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-010-9220-4     Document Type: Article

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