The Fuzzy Optimization Investment with Transaction Costs
Shu Li · Shuxue de shijian yu renshi · 2003
In this paper, in accordance with the important status of transaction costs in investment, author raise the fuzzy optimization model of portfolio selection with transaction costs which give consideration to both return and deviation, analyse influence of transaction costs for efficient froniter of portfolio selection. The method for deterining the portfolio are given. It provides important theorial and practical significance for investment to invest in securities market. Final, authors give a illustration to show their application.