Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm
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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 36 (2010)
Issue (Month): 3 (October)
Portfolio selection; Transaction cost; LR-type possibility distribution; Mean-variance utility; Comprehensive learning particle swarm optimizer (CLPSO);
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