Constraint Method for Possibilistic Mean-variance Portfolio with Transaction Costs and Lending.
http://www.aicit.org/jcit/ppl/JCIT0509_07.pdf
@article{DBLP:journals/jcit/DengZYL10,
author = {Xue Deng and
Junfeng Zhao and
Lihong Yang and
Rongjun Li},
title = {Constraint Method for Possibilistic Mean-variance Portfolio with Transaction
Costs and Lending},
journal = {{JCIT}},
volume = {5},
number = {9},
pages = {73--84},
year = {2010},
url = {http://www.aicit.org/jcit/ppl/JCIT0509\_07.pdf},
timestamp = {Fri, 13 Sep 2019 14:28:50 +0200},
biburl = {https://dblp.org/rec/journals/jcit/DengZYL10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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