Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates
نویسندگان
چکیده
منابع مشابه
Multiperiod Portfolio Selection with Different Rates for Borrowing and Lending in Presence of Transaction Costs
Portfolio management is one of the most important areas of research in financial engineering. This paper is concerned with multi period decision problem for financial asset allocation when the rate of borrowing is greater than the rate of lending. Transaction costs as a source of concern for portfolio managers is also considered in this paper. The proposed method of this paper is formulated in ...
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This paper deals with the problem of multiperiod portfolio selection, where borrowing and lending are allowed with different rates. Indeed, this work is mainly based on a recently published paper with the same subject. In this paper the underlying problem of multiperiod portfolio selection with different borrowing and lending rates is reformulated. After a thorough discussion about both concept...
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2011
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2011/263240