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dc.contributor.authorFulga, Cristincaen
dc.contributor.authorStanojević, Bogdanaen
dc.date.accessioned2020-05-01T20:12:55Z-
dc.date.available2020-05-01T20:12:55Z-
dc.date.issued2008-01-01en
dc.identifier.isbn978-9-955-28283-9en
dc.identifier.urihttp://researchrepository.mi.sanu.ac.rs/handle/123456789/1213-
dc.description.abstractThis paper is concerned with the single period portfolio that consists of holdings in n risky assets. The goal is to choose the optimal portfolio to maximize the expected value of the end of period wealth in the presence of transaction costs, while satisfying a set of constraints on the portfolio. The case of a portfolio optimization problem with fuzzy transaction costs is considered. Computational results, which facilitate comparison between the proposed models, are presented. 2008en
dc.publisherVilnius Gediminas Technical University-
dc.relation.ispartof20th International Conference EURO Mini Conference "Continuous Optimization and Knowledge-Based Technologies", EurOPT 2008en
dc.subjectFuzzy portfolio selection model | Portfolio optimization | Transaction costsen
dc.titleSingle period portfolio optimization with fuzzy transaction costsen
dc.typeConference Paperen
dc.relation.conference20th International Conference EURO Mini Conference: Continuous Optimization and Knowledge-Based Technologies, EurOPT 2008; Neringa; Lithuania; 20 May 2008 through 23 May 2008-
dc.identifier.scopus2-s2.0-70849083818en
dc.relation.firstpage125en
dc.relation.lastpage130en
dc.description.rankM33-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.openairetypeConference Paper-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextNo Fulltext-
crisitem.author.orcid0000-0003-4524-5354-
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