iBusiness

Vol.5 No.1BB(2013), Paper ID 29688, 4 pages

DOI:10.4236/ib.2013.51B005

 

Optimization of Tracking Error for Robust Portfolio of Risk Assets with Transaction Cost

 

Dong Zheng, Xi-kun Liang

 

Hangzhou Institute of Service Engineering, Hangzhou Normal University, Hangzhou, China
Hangzhou Institute of Service Engineering, Hangzhou Normal University, Hangzhou, China

 

Copyright © 2013 Dong Zheng, Xi-kun Liang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


D. Zheng and X. Liang, "Optimization of Tracking Error for Robust Portfolio of Risk Assets with Transaction Cost," iBusiness, Vol. 5 No. 1B, 2013, pp. 23-26. doi: 10.4236/ib.2013.51B005.

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