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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Bibliographic Details
Main Authors: N.B.A, Razak, K.H., Kamil, S.M., Elias
Format: Conference Paper
Language:en_US
Published: American Institute of Physics Inc. 2015
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Online Access:http://ddms.usim.edu.my/handle/123456789/9215
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