"Evaluation of Transaction Risks of Mean Variance Model Under Identical ..."

Ko Ishiyama et al. (2004)

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DOI: 10.1007/978-3-540-30583-5_5

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-25

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  - conf/ais/IshiyamaKTKD04
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Ko Ishiyama, Shusuke Komuro, Hideki Tanuma, Yusuke Koyama, Hiroshi Deguchi:
Evaluation of Transaction Risks of Mean Variance Model Under Identical Variance of the Rate of Return - Simulation in Artificial Market. AIS 2004: 42-49

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