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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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書目詳細資料
Main Authors:	Razak, N.B.A., Kamil, K.H., Elias, S.M.
格式:	Conference Paper
語言:	en_US
出版:	2017
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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