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.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
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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.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2007
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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.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
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