Optimal Portfolio Selection of Assets with Transaction Costs and No Short Sales

2002 ◽  
pp. 55-72 ◽  
Author(s):  
Shouyang Wang ◽  
Yusen Xia
Keyword(s):  
Transaction Costs ◽  
Portfolio Selection ◽  
Optimal Portfolio ◽  
Short Sales ◽  
Optimal Portfolio Selection ◽  
Selection Of

Optimal portfolio selection of assets with transaction costs and no short sales

2001 ◽  
Vol 32 (5) ◽  
pp. 599-607 ◽  
Author(s):  
Zhong-Fei Li ◽  
Zhong-Xiang Li ◽  
Shou-Yang Wang ◽  
Xiao-Tie Deng
Keyword(s):  
Transaction Costs ◽  
Portfolio Selection ◽  
Optimal Portfolio ◽  
Short Sales ◽  
Optimal Portfolio Selection ◽  
Selection Of
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