| 带有交易成本的投资组合的有效边界 |
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| 引用本文： | 陈铭,李宏杰.带有交易成本的投资组合的有效边界[J].嘉兴学院学报,2006,18(Z1):179-182. |
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| 作者姓名： | 陈铭 李宏杰 |
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| 作者单位： | 嘉兴学院数学与信息科学学院,浙江,嘉兴,314001 |
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| 摘 要： | 该文以Markowitz模型和具有交易成本的证券投资模型作对比,讨论了交易成本及资本结构因子对有效边界的影响,同时考虑了无风险证券存在的情况.
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| 关 键 词： | 交易成本 资本结构因子 投资组合 有效边界 |
| 文章编号： | 1008-6781(2006)S1-0179-04 |
| 修稿时间： | 2006年6月20日 |
The Frontier of Portfolio Selection with Transaction Costs |
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| CHEN Ming,LI Hong-jie.The Frontier of Portfolio Selection with Transaction Costs[J].Journal of Jiaxing College,2006,18(Z1):179-182. |
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| Authors: | CHEN Ming LI Hong-jie |
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| Abstract: | By comparing Markowitz's portfolio model with the model with the cost of business transaction, we can learn the importance of the model which involves two factors:cost of the business transaction and the ratio of asset in debt. Meanwhile,the existence of riskless asset will be taken into consideration. |
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| Keywords: | cost of business transaction the ratio of asset in debt portfolio selection portfolio frontier |
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