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On Frequency-Based Log-Optimal Portfolio With Transaction Costs.

Yi-Shan WongChung-Han Hsieh
Published in: IEEE Control. Syst. Lett. (2023)
Keyphrases
  • transaction costs
  • portfolio selection
  • optimal portfolio
  • portfolio management
  • portfolio optimization
  • financial markets
  • text categorization
  • sensitivity analysis
  • multiple objectives
  • stock exchange