Evaluation of Transaction Risks of Mean Variance Model Under Identical Variance of the Rate of Return. Simulation in Artifical Market

Bibliographic Information

Title
Evaluation of Transaction Risks of Mean Variance Model Under Identical Variance of the Rate of Return. Simulation in Artifical Market
Author
Ko Ishiyama, Shusuke Komuro, Hideki Tanuma, Yusuke Koyama, Hiroshi Deguchi

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Details 詳細情報について

  • CRID
    1010000781890126853
  • Article Type
    journal article
  • Data Source
    • KAKEN

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