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Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies.

Jonathan GoodmanDaniel N. Ostrov
Published in: SIAM J. Appl. Math. (2010)
Keyphrases
  • transaction costs
  • optimal allocation
  • trading strategies
  • stock market
  • trading systems
  • portfolio management
  • dynamic environments
  • cooperative
  • resource allocation
  • test bed
  • social welfare
  • genetic algorithm