Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error
Objective: This study seeks to optimize stock portfolios at the industry level for an intended investment company by considering some limitations (the amount of liquidity of each industry in a month, transaction costs, portfolio turnover, and tracking error) in practice.Methods: The research hypothe...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2022-02-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_86306_c402e05a36410c521a6dffdc07fd45ab.pdf |