The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Article, Other literature type English OPEN
B. Marasović; S. Pivac; S. V. Vukasović;
  • Publisher: Zenodo
  • Identifiers: doi: 10.5281/zenodo.1099840, doi: 10.5281/zenodo.1099839
  • Subject: Transaction costs. | Fractional quadratic programming | Transaction costs. | Portfolio optimization | Croatian capital market | Fractional quadratic programming | Markowitz model

Constructing a portfolio of investments is one of the<br> most significant financial decisions facing individuals and<br> institutions. In accordance with the modern portfolio theory<br> maximization of return at minimal risk should be the investment goal<br> ... View more
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