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
收藏
页码：11 / 20
页数：10
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