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带交易费用的泛证券组合投资策略
汪寿1; 刘善存2; 邱菀华2
2003
Source Publication系统工程理论与实践
ISSN1000-6788
Volume023Issue:001Pages:22
Abstract研究带交易费用的泛证券组合投资策略,得到一些有趣的结论,为实际应用泛证券组合投资策略提供了一个初步的理论框架。
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/36610
Collection中国科学院数学与系统科学研究院
Affiliation1.中国科学院数学与系统科学研究院
2.北京航空航天大学
Recommended Citation
GB/T 7714
汪寿,刘善存,邱菀华. 带交易费用的泛证券组合投资策略[J]. 系统工程理论与实践,2003,023(001):22.
APA 汪寿,刘善存,&邱菀华.(2003).带交易费用的泛证券组合投资策略.系统工程理论与实践,023(001),22.
MLA 汪寿,et al."带交易费用的泛证券组合投资策略".系统工程理论与实践 023.001(2003):22.
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