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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:	N.B.A, Razak, K.H., Kamil, S.M., Elias
フォーマット:	Conference Paper
言語:	en_US
出版事項:	American Institute of Physics Inc. 2015
主題:	Optimization model Shariah compliant securities Transaction cost
オンライン･アクセス:	http://ddms.usim.edu.my/handle/123456789/9215
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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