2007Sci-Tech Information Development & EconomyRequires access

The Study on the Security Portfolio with Transaction Costs

Zhang Li-pin

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Abstract

This paper studies the security portfolio,and the illustrates the risk measurement index and the effectiveness of the portfolio combined model.

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What this paper is about

This paper studies the security portfolio,and the illustrates the risk measurement index and the effectiveness of the portfolio combined model.

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Available abstract

This paper studies the security portfolio,and the illustrates the risk measurement index and the effectiveness of the portfolio combined model.

Key concepts: Business, Portfolio, Transaction cost, Computer science, Computer security, Finance

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