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"A multi-period fuzzy portfolio optimization model with minimum transaction ..."

Yong-Jun Liu, Wei-Guo Zhang (2015)

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DOI: 10.1016/J.EJOR.2014.10.061

access: closed

type: Journal Article

metadata version: 2021-04-20

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Yong-Jun Liu, Wei-Guo Zhang:
A multi-period fuzzy portfolio optimization model with minimum transaction lots. Eur. J. Oper. Res. 242(3): 933-941 (2015)

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