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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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书目详细资料
Main Authors:	Razak, N.B.A., Kamil, K.H., Elias, S.M.
格式:	Conference Paper
语言:	en_US
出版:	2017
标签:	添加标签没有标签, 成为第一个标记此记录!

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