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Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach.

Sait TuncMehmet A. DonmezSuleyman Serdar Kozat
Published in: IEEE Trans. Signal Process. (2013)
Keyphrases
  • transaction costs
  • investment strategies
  • portfolio management
  • stock exchange
  • rebalanced portfolio
  • decision making
  • dynamic programming
  • stock market
  • long term
  • long run