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. In Tag Gon Kim, editor, Artificial Intelligence and Simulation, 13th International Conference on AI, Simulation, and Planning in High Autonomy Systems, AIS 2004, Jeju Island, Korea, October 4-6, 2004, Revised Selected Papers. Volume 3397 of Lecture Notes in Computer Science, pages 42-49, Springer, 2004. [doi]
Abstract is missing.