OPTIMAL PORTFOLIO REVISION WITH A PROPORTIONAL TRANSACTION COST

被引：24

作者：

KAMIN, JH

机构：

[1] DART IND INC,LOS ANGELES,CA 90000

[2] UNIV CALIF,LOS ANGELES,CA

来源：

MANAGEMENT SCIENCE SERIES A-THEORY | 1975年 / 21卷 / 11期

关键词：

D O I：

10.1287/mnsc.21.11.1263

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：1263 / 1271

页数：9

共 27 条

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[6]

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[9] OPTIMAL MYOPIC PORTFOLIO POLICIES, WITH AND WITHOUT SERIAL CORRELATION OF YIELDS [J].

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[10]

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