Portfolio rebalancing model with transaction costs based on fuzzy decision theory

Article Abstract:

Portfolio liquidity and linear programming model for portfolio rebalancing with transaction costs are studied using fuzzy decision theory. The behavior of the model is explained using data from Shanghai Stock Exchange.

Commercial Banks, Investment Banking and Securities Dealing, Portfolio Management, Security brokers and dealers, Securities & Commodities Services, Securities, Commodity Contracts, and Other Financial Investments and Related Activities, Portfolio & Funds Management, China, Securities industry, Shanghai Stock Exchange

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A method for solving fuzzy goal programming problems based on MINMAX approach

Article Abstract:

The usefulness of fuzzy goal programming to derive an algorithm for goal programming, based on the MINMAX approach, is described.

Iran, Methods, Heuristic programming

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Rating technical attributes in fuzzy QFD by integrating fuzzy weighted average method and fuzzy expected value operator

Article Abstract:

A study makes a fuzzy analysis to examine quality function deployment which is used as problem solving tool.

Problem solving

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