Investment portfolio model considering cost stickiness

DOI10.12066/J.ISSN.1007-2861.1914zbMATH Open1438.91124OpenAlexW2942893311MaRDI QIDQ5196820

Yuxin Cai, Yongping Ren

Publication date: 20 September 2019

Full work available at URL: https://www.journal.shu.edu.cn/CN/abstract/abstract4252.shtml

zbMATH Keywords

empirical analysiscost stickiness mean absolute deviation modelcost stickiness mean variance model

Mathematics Subject Classification ID

Portfolio theory (91G10)

Recommendations

• Portfolio optimization model with transaction costs. 👍 👎
• On optimal portfolio investment models 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Investment portfolio model considering cost stickiness

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5196820)