%0 Journal Article
%T The Portfolio Management Model with Typical Transaction Cost and Its Solution<br>具有典型交易成本的投资组合管理模型及其求解
%A WANG Chun
%A |feng
%A YANG Jian
%A |lin
%A ZHAO Xin
%A <br>王春峰
%A 杨建林
%A 赵欣
%J 系统工程理论与实践
%D 2002
%I 
%X In this paper,the typical transaction cost model with no\|convex\|no\|concave function is introduced, and a portfolio management model with typical transaction cost is put forward. The influences of transaction cost models and risk levels on the effectiveness of portfolio are investigated through a numerical example.
%K portfolio
%K transaction cost
%K genetic algorithm<br>投资组合
%K 交易成本
%K 遗传算法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=74B9B72E4A77100C&yid=C3ACC247184A22C1&vid=BC12EA701C895178&iid=F3090AE9B60B7ED1&sid=03A030BB0C519C60&eid=09E495F616948E78&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=9&reference_num=10