Research on Efficient Frontier of Portfolios with Transaction Cost

• 作 者: 吴祝武 范胜君 周圣武 朱开永
• 机 构: CollegeofScience
• 出 处: 中国矿业大学学报：英文版
• 发表日期: 2004年1期
• 关键词: 部长职务 效率限界 成本 正相关 portfolio efficient frontier transaction cost

This paper is concerned with a study on the efficient frontier characters of portfolio with transaction cost. The conclusion is drawn that all portfolios are of positive correlation on the efficient frontier with transaction cost; the sufficient condition