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111
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EOR
2006
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EOR 2006
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Portfolio rebalancing model with transaction costs based on fuzzy decision theory
15 years 2 months ago
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madis1.iss.ac.cn
The fuzzy set is one of the powerful tools used to describe an uncertain environment. As well as quantifying any potential return and risk, portfolio liquidity is taken into accou...
Yong Fang, K. K. Lai, Shouyang Wang
claim paper
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