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引入了非凹非凸的典型交易成本函数形式 ,建立了含有典型交易成本的投资组合管理模型 ,并采用遗传算法对其进行了有效求解 .通过数值实例分析了不同交易成本、不同风险水平对投资组合的影响
The non-concave and convex non-convex typical transaction cost function form is introduced, and a portfolio management model with typical transaction costs is established, and the genetic algorithm is used to solve the problem effectively.Through the numerical examples, the paper analyzes different transaction costs and different risk levels to the investment The impact of the combination