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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]

The following publications are possibly variants of this publication:

Factor graph switching portfolios under transaction costsAndrew J. Bean, Andrew C. Singer. icassp 2011: 5748-5751 [doi]

Universal switching and side information portfolios under transaction costs using factor graphsAndrew J. Bean, Andrew C. Singer. icassp 2010: 1986-1989 [doi]

Universal Switching and Side Information Portfolios Under Transaction Costs Using Factor GraphsAndrew J. Bean, Andrew C. Singer. jstsp, 6(4):351-365, 2012. [doi]

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