An application of fuzzy set theory to the individual investor problem
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Bibliographic InfoArticle provided by Elsevier in its journal Financial Services Review.
Volume (Year): 6 (1997)
Issue (Month): 2 ()
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Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm
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- Markowitz, Harry M, 1991.
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American Finance Association, vol. 46(2), pages 469-77, June.
- D. J. Robertson, 1966. "Introduction," Scottish Journal of Political Economy, Scottish Economic Society, vol. 13(1), pages 1-4, 02.
- Myers, Stewart C., 1968. "A Time-State-Preference Model of Security Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 3(01), pages 1-33, March.
- Brennan, M. J., 1975. "The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(03), pages 483-496, September.
- Pogue, G A, 1970. "An Extension of the Markowitz Portfolio Selection Model to Include Variable Transactions' Costs, Short Sales, Leverage Policies and Taxes," Journal of Finance, American Finance Association, vol. 25(5), pages 1005-27, December.
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