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Portfolio rebalancing with transaction costs and a minimal purchase unit 期刊论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2005, 卷号: 12, 期号: 4, 页码: 499-515
作者:  Fang, Y;  Lai, KK;  Wang, SY
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
portfolio rebalancing  transaction costs  minimal purchase unit  semi-absolute deviation risk function  mixed-integer linear programming problem  
A class of linear interval programming problems and its application to portfolio selection 期刊论文
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2002, 卷号: 10, 期号: 6, 页码: 698-704
作者:  Lai, KK;  Wang, SY;  Xu, JP;  Zhu, SS;  Fang, Y
收藏  |  浏览/下载:104/0  |  提交时间:2018/07/30
interval  order relation  portfolio selection