Mean-variance lower-semi-variance portfolio model with transaction costs (Q3307529)
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scientific article; zbMATH DE number 7234668
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| English | Mean-variance lower-semi-variance portfolio model with transaction costs |
scientific article; zbMATH DE number 7234668 |
Statements
12 August 2020
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portfolio
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mean-variance
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lower semi-variance
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transaction cost
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带有交易成本的均值--方差--下半方差投资组合模型 (English)
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0.8282150626182556
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0.8150409460067749
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0.8139305710792542
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