Evaluation of Transaction Risks of Mean Variance Model Under Identical Variance of the Rate of Return

Shusuke Komuro 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. 42-49 https://doi.org/10.1007/978-3-540-30583-5_5 2004 conf/ais/2004 AIS db/conf/ais/ais2004.html#IshiyamaKTKD04 Hiroshi Deguchi Ko Ishiyama Yusuke Koyama Hideki Tanuma