A Multi-objective Evolutionary Algorithm for Fuzzy Mean-variance-entropy Portfolio Models with Transaction Cost and Liquidity

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篇名	A Multi-objective Evolutionary Algorithm for Fuzzy Mean-variance-entropy Portfolio Models with Transaction Cost and Liquidity
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 (Wei Yue)、Yuping Wang (Yuping Wang)、Zhan Peng (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)
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