篇名 |
A Multi-objective Evolutionary Algorithm for Fuzzy Mean-variance-entropy Portfolio Models with Transaction Cost and Liquidity
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並列篇名 | A Multi-objective Evolutionary Algorithm for Fuzzy Mean-variance-entropy Portfolio Models with Transaction Cost and Liquidity |
作者 | Wei Yue、Yuping Wang、Zhan Peng |
起訖頁 | 039-056 |
關鍵詞 | entropy、fuzzy variable、multi-objective evolutionary algorithm、portfolio selection、possibilistic moments |
刊名 | 電腦學刊 |
期數 | 201808 (29:4期) |
DOI |
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QR Code | |
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