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Acta Mathematicae Applicatae Sinica
Volumn 18, Issue 2, 2002, Pages 231-248
Portfolio optimization model with transaction costs
Author keywords

Algorithm; Portfolio optimization model; Transaction cost
Indexed keywords

EID: 28444440471     PISSN: 01689673     EISSN: 16183932     Source Type: Journal    
DOI: 10.1007/s102550200022     Document Type: Article
Times cited : (7)
References (15)
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  • 4
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  • 6
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    • Ingersoll, J.1
  • 7
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    • Konno, H.1
  • 8
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    • A mean-absolute deviation-skewness portfolio optimization model
    • Konno, H., Shirakawa, H., Yamazaki, H.: A mean-absolute deviation-skewness portfolio optimization model. Ann. of Operation Res., 45: 205-220 (1993)
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    • Konno, H.1    Shirakawa, H.2    Yamazaki, H.3
  • 9
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    • Mean absolute deviation portfolio optimization model and its application to tokyo stock market
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    • Konno, H.1    Yamazaki, H.2
  • 10
    • 0001086614 scopus 로고
    • Foundations of portfolio theory
    • Markowitz, H.M.: Foundations of portfolio theory. J. Finance, 46: 469-477 (1991)
    • (1991) J. Finance , vol.46 , pp. 469-477
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    • Portfolio selection
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.