"On Frequency-Based Optimal Portfolio with Transaction Costs."

Chung-Han Hsieh, Yi-Shan Wong (2023)

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DOI: 10.48550/ARXIV.2301.02754

access: open

type: Informal or Other Publication

metadata version: 2023-01-10

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  - journals/corr/abs-2301-02754
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  - https://dblp.org/rec/journals/corr/abs-2301-02754
Chung-Han Hsieh, Yi-Shan Wong:
On Frequency-Based Optimal Portfolio with Transaction Costs. CoRR abs/2301.02754 (2023)

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