Growth optimal investment with threshold rebalancing portfolios under transaction costs.

Sait Tunc Mehmet A. Donmez Suleyman Serdar Kozat

Published in: ICASSP (2013)

Keyphrases

transaction costs
portfolio management
portfolio selection
optimal portfolio
stock exchange
search costs
investment strategies
binary search trees
dynamic programming
portfolio optimization
transaction cost economics
optimal solution
decision making
linear programming
venture capital