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"Optimal Investment Under Transaction Costs: A Threshold Rebalanced ..."

Sait Tunç, Mehmet A. Donmez, Suleyman Serdar Kozat (2013)

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DOI: 10.1109/TSP.2013.2258339

access: closed

type: Journal Article

metadata version: 2022-10-26

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Sait Tunç, Mehmet A. Donmez, Suleyman Serdar Kozat:
Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach. IEEE Trans. Signal Process. 61(12): 3129-3142 (2013)

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