带有交易成本的均值--方差--下半方差投资组合模型

DOI10.3969/j.issn.1005-3085.2020.02.003zbMath1449.91132OpenAlexW3138146469MaRDI QIDQ3307529

Xiaoqin Wang, Yuelin Gao

Publication date: 12 August 2020

Full work available at URL: http://jgsx-csiam.org.cn/CN/10.3969/j.issn.1005-3085.2020.02.003

zbMATH Keywords

portfoliotransaction costmean-variancelower semi-variance

Mathematics Subject Classification ID

Portfolio theory (91G10)

This page was built for publication: 带有交易成本的均值--方差--下半方差投资组合模型