%0 Journal Article
%T Universal Portfolio Selection with Transaction Costs<br>带交易费用的泛证券组合投资策略
%A LIU Shan
%A |cun
%A QIU Wan
%A |hua
%A WANG Shou
%A |yang
%A <br>刘善存
%A 邱菀华
%A 汪寿阳
%J 系统工程理论与实践
%D 2003
%I 
%X In this paper, we extended this on\|line strategy to the case with transaction costs, and got some interesting results, and presented an elementary theoretical framework for applying in practice.
%K portfolio selection
%K universal portfolio
%K constant re\|balanced portfolio
%K transaction costs<br>投资组合
%K 泛证券组合投资策略
%K 定常再调整策略
%K 交易费用
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=D12FF87492966A57&yid=D43C4A19B2EE3C0A&vid=EA389574707BDED3&iid=CA4FD0336C81A37A&sid=BC12EA701C895178&eid=C5154311167311FE&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=9