Name
Abstract | ||
|---|---|---|
•An adjusted fuzzy number is introduced and some properties are studied.•A fuzzy regime switching portfolio selection model is proposed.•The impact of capital gain tax on portfolio selection is studied.•A numerical integral-based particle swarm optimization algorithm is designed. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1016/j.eswa.2020.113304 | Expert Systems with Applications |
Keywords | DocType | Volume |
Fuzzy sets,Regime switching,Capital gain tax,Numerical integral simulation,Particle swarm optimization | Journal | 149 |
ISSN | Citations | PageRank |
0957-4174 | 1 | 0.35 |
References | Authors | |
0 | 5 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sini Guo | 1 | 5 | 2.44 |
| Wai-Ki Ching | 2 | 683 | 78.66 |
| Wai-Keung Li | 3 | 1 | 0.35 |
| Tak Kuen Siu | 4 | 114 | 20.25 |
| Zhiwen Zhang | 5 | 1 | 0.35 |