"Universal switching portfolios under transaction costs."

Suleyman Serdar Kozat, Andrew C. Singer (2008)

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DOI: 10.1109/ICASSP.2008.4518882

access: closed

type: Conference or Workshop Paper

metadata version: 2020-10-25

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Suleyman Serdar Kozat, Andrew C. Singer:
Universal switching portfolios under transaction costs. ICASSP 2008: 5404-5407

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