Multi-period fuzzy mean-semi variance portfolio selection problem with transaction cost and minimum transaction lots using genetic algorithm
Multi-period models of portfolio selection have been developed in the literature with respect to certain assumptions. In this study, for the first time, the portfolio selection problem has been modeled based on mean-semi variance with transaction cost and minimum transaction lots considering functio...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2016-04-01
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| Series: | International Journal of Industrial Engineering Computations |
| Subjects: | |
| Online Access: | http://www.growingscience.com/ijiec/Vol7/IJIEC_2015_43.pdf |