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Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach

Sait Tunc, Mehmet A. Donmez, Suleyman Serdar Kozat. Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach. IEEE Transactions on Signal Processing, 61(12):3129-3142, 2013. [doi]

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Sait Tunc

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Mehmet A. Donmez

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Suleyman Serdar Kozat

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