Linear Versus Quadratic Portfolio Optimization Model with Transaction Cost

• المؤلفون الرئيسيون: Norhidayah, Ab Razak,, Karmila Hanim, Kamil,, Siti Masitah, Elias,
• التنسيق: Conference Paper
• اللغة: en_US
• منشور في: Amer Inst Physics 2015
• الموضوعات: Optimization model; transaction cost; Shariah compliant securities
• الوصول للمادة أونلاين: http://ddms.usim.edu.my/handle/123456789/8962

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...