Based on the classical Markowitz portfolio model,an improved portfolio model is proposed for portfolio selection with minimum transaction lots,transaction costs and upper limit on the maximum amount of invested capital in any(security.
在传统Markowitz投资组合模型中考虑了最小交易量、交易费用以及最大投资上限等实际因素,得到了一个改进的投资组合模型。
参考来源 - 用遗传算法求解改进的投资组合模型·2,447,543篇论文数据,部分数据来源于NoteExpress
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