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"Growth optimal portfolios in discrete-time markets under transaction costs."

Mehmet A. Donmez, Sait Tunç, Suleyman Serdar Kozat (2012)

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DOI: 10.1109/SPAWC.2012.6292958

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-26

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  dblp key:
  - conf/spawc/DonmezTK12
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Mehmet A. Donmez, Sait Tunç, Suleyman Serdar Kozat:
Growth optimal portfolios in discrete-time markets under transaction costs. SPAWC 2012: 500-504

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