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    2006
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    Portfolio rebalancing model with transaction costs based on fuzzy decision theory
    13 years 11 months ago
    Portfolio rebalancing model with transaction costs based on fuzzy decision theory
    Download  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
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