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Growth optimal investment in discrete-time markets with proportional transaction costs.
N. Denizcan Vanli
Sait Tunc
Mehmet A. Donmez
Suleyman Serdar Kozat
Published in:
Digit. Signal Process. (2016)
Keyphrases
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transaction costs
search costs
portfolio management
optimal solution
dynamic programming
electronic commerce
investment strategies
data mining
genetic algorithm
association rules
long term
optimal control
venture capital