Sait Tunc, Mehmet A. Donmez, Suleyman Serdar Kozat. Growth optimal investment with threshold rebalancing portfolios under transaction costs. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2013, Vancouver, BC, Canada, May 26-31, 2013. pages 8717-8721, IEEE, 2013. [doi]
Abstract is missing.