Portfolio Optimization Model with Transaction Costs

Acta Mathematicae Applicatae Sinica, English Series 2002 / 06 Vol. 18; Iss. 2

Portfolio Optimization Model with Transaction Costs

Shu-ping Chen, Chong Li, Sheng-hong Li, Xiong-wei Wu
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Volume:
18
Language:
english
Pages:
18
Journal:
Acta Mathematicae Applicatae Sinica (English Series)
DOI:
10.1007/s102550200022
Date:
June, 2002
File:
PDF, 235 KB
english, 2002
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