搜索结果: 1-1 共查到“国际贸易学 linear”相关记录1条 . 查询时间(0.695 秒)
Portfolio optimization with linear and fixed transaction costs
Investment transaction costs linear transactions
2015/8/10
We consider the problem of portfolio selection, with transaction costs and constraints on exposure to risk. Linear transaction costs, bounds on the variance of the return, and bounds on different shor...