Portfolio models with return forecasting and transaction costs

Authors:
  • JYJing-Rung Yu
    Jing-Rung Yu
  • WCWan-Jiun Paul Chiou
    Wan-Jiun Paul Chiou
  • WLWen-Yi Lee
    Wen-Yi Lee
  • SLShun-Ji Lin
    Shun-Ji Lin

Abstract
No abstract available
Funding Information
  • Ministry of Science and Technology, Taiwan

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