Optimization costs of switching portfolio as transportation problem
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- Seifoddini , Jalal & Rahnamay Roodposhti , Fraydoon & Nikoomaram , Hashem, 2015. "Parametric Estimates of High Frequency Market Microstructure Noise as an Unsystematic Risk," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(4), pages 29-50, October.
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Keywordszadanie transportowe; portfel aktywów finansowych; koszty transakcji; optymalizacja procesu przebudowy;
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