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"Optimal Investment Under Transaction Costs: A Threshold Rebalanced ..."

Sait Tunç, Suleyman Serdar Kozat (2012)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2022-10-26

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1203-4156
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1203-4156
Sait Tunç, Suleyman Serdar Kozat:
Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach. CoRR abs/1203.4156 (2012)

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