Hongjie Li
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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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.
Key concepts: Transaction cost, Portfolio, Efficient frontier, Debt, Selection (genetic algorithm), Asset (computer security), Frontier, Database transaction