Growth optimal investment in discrete-time markets with proportional transaction costs-Reference-Cited by-同舟云学术

Growth optimal investment in discrete-time markets with proportional transaction costs

Published:2016-01 Issue: Volume:48 Page:226-238
ISSN:1051-2004
Container-title:Digital Signal Processing
language:en
Short-container-title:Digital Signal Processing

Author:

Vanli N. Denizcan,Tunc Sait,Donmez Mehmet A.,Kozat Suleyman S.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Signal Processing,Artificial Intelligence,Applied Mathematics,Computer Vision and Pattern Recognition,Statistics, Probability and Uncertainty,Computational Theory and Mathematics

Reference35 articles.

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5. Can we learn to beat the best stock;Borodin;J. Artif. Intell. Res.,2004

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