A Possibilistic Portfolio Model with Fuzzy Liquidity Constraint
Investors are concerned about the reliability and safety of their capital, especially its liquidity, when investing. This paper sets up a possibilistic portfolio selection model with liquidity constraint. In this model, the asset return and liquidity are fuzzy variables which follow the normal possi...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
|
| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2020/3703017 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|