A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs

A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs
Author :
Publisher :
Total Pages : 127
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ISBN-10 : OCLC:355317987
ISBN-13 :
Rating : 4/5 (87 Downloads)

Book Synopsis A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs by : Sungsoo Na

Download or read book A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs written by Sungsoo Na and published by . This book was released on 2008 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: Keywords: heuristic optimization, portfolio optimization model, transaction costs.


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Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial instruments within a portfol