"On Frequency-Based Log-Optimal Portfolio With Transaction Costs."

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

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DOI: 10.1109/LCSYS.2023.3334951

access: closed

type: Journal Article

metadata version: 2023-12-31

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Yi-Shan Wong, Chung-Han Hsieh:
On Frequency-Based Log-Optimal Portfolio With Transaction Costs. IEEE Control. Syst. Lett. 7: 3489-3494 (2023)

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