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Linear versus quadratic portfolio optimization model with transaction cost

Optimization model is introduced to become one of the decision making tools in investment. Hence, it is always a big challenge for investors to select the best model that could fulfill their goal in investment with respect to risk and return. In this paper we aims to discuss and compare the portfoli...

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書誌詳細
主要な著者:	Razak, N.B.A., Kamil, K.H., Elias, S.M.
フォーマット:	Conference Paper
言語:	en_US
出版事項:	2017
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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