Universal switching portfolios under transaction costs - researchr publication authors

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Suleyman S. Kozat, Andrew C. Singer. Universal switching portfolios under transaction costs. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2008, March 30 - April 4, 2008, Caesars Palace, Las Vegas, Nevada, USA. pages 5404-5407, IEEE, 2008. [doi]

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