An Application of Transaction Cost in the Portfolio Optimization Process

被引：3

作者：

Chung, Grace ^{[1
]}

Kissell, Robert ^{[1
]}

机构：

[1] Kissell Res Grp Great Neck, Great Neck, NY 11021 USA

来源：

JOURNAL OF TRADING | 2016年 / 11卷 / 02期

关键词：

D O I：

10.3905/jot.2016.11.2.011

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：11 / 20

页数：10

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