Optimal portfolio selection of assets with transaction costs and no short sales

International Journal of Systems Science

Volumn 32, Issue 5, 2001, Pages 599-607

  Li, Zhong Fei ^a   Li, Zhong Xiang ^b   Wang, Shou Yang ^b   Deng, Xiao Tie ^c  

^a SUN YAT SEN UNIVERSITY   (China)

^b INSTITUTE OF SYSTEMS SCIENCE   (China)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COST BENEFIT ANALYSIS; INVESTMENTS; MARKETING; MATHEMATICAL MODELS; PARETO PRINCIPLE; RISK MANAGEMENT; SALES; TAXATION; THEOREM PROVING;

ASSETS; DOUBLE OBJECTIVE PROGRAMMING; OPTIMAL PORTFOLIO SELECTION; TRANSACTION COSTS;

MATHEMATICAL PROGRAMMING;

EID: 0035353242     PISSN: 00207721     EISSN: None     Source Type: Journal    
DOI: 10.1080/00207720119100     Document Type: Article

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