Universal switching portfolios under transaction costs

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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