Multi-period fuzzy mean-semi variance portfolio selection problem with transaction cost and minimum transaction lots using genetic algorithm
نویسندگان
چکیده
منابع مشابه
Genetic algorithms for portfolio selection problems with minimum transaction lots
Conventionally, portfolio selection problems are solved with quadratic or linear programming models. However, the solutions obtained by these methods are in real numbers and difficult to implement because each asset usually has its minimum transaction lot. Methods considering minimum transaction lots were developed based on some linear portfolio optimization models. However, no study has ever i...
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ژورنال
عنوان ژورنال: International Journal of Industrial Engineering Computations
سال: 2016
ISSN: 1923-2926,1923-2934
DOI: 10.5267/j.ijiec.2015.10.007