搜索结果: 1-1 共查到“理学 portfolio optimization model”相关记录1条 . 查询时间(0.084 秒)
Portfolio Optimization Model with Transaction Costs
Transaction cost portfolio optimization model
2007/12/11
The purpose of the article is to formulate, under the lX risk measure, a model of portfolio selection with transaction costs and then investigate the optimal strategy within the proposed. The characte...