Multi-period mean-variance model with transaction cost for fuzzy portfolio selection
- 所属机构名称:北京科技大学
- 会议名称:2010 7th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2010
- 成果类型:会议
- 会场:Yantai, Shandong, China
- 相关项目:基于可信性理论的动态投资组合模型及决策研究