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]
@inproceedings{KozatS08-0,
title = {Universal switching portfolios under transaction costs},
author = {Suleyman S. Kozat and Andrew C. Singer},
year = {2008},
doi = {10.1109/ICASSP.2008.4518882},
url = {http://dx.doi.org/10.1109/ICASSP.2008.4518882},
tags = {C++},
researchr = {https://researchr.org/publication/KozatS08-0},
cites = {0},
citedby = {0},
pages = {5404-5407},
booktitle = {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},
publisher = {IEEE},
isbn = {1-4244-1484-9},
}