共 50 条
- [31] Growth Optimal Portfolio Under Proportional Transaction Costs With Obligatory Diversification 47TH IEEE CONFERENCE ON DECISION AND CONTROL, 2008 (CDC 2008), 2008, : 5582 - 5589
- [32] The dual optimizer for the growth-optimal portfolio under transaction costs Finance and Stochastics, 2013, 17 : 325 - 354
- [33] Good portfolio strategies under transaction costs: A renewal theoretic approach STOCHASTIC FINANCE, 2006, : 321 - +
- [35] Periodic portfolio revision with transaction costs Mathematical Methods of Operations Research, 2015, 81 : 337 - 359
- [36] IMPORTANCE OF TRANSACTION COSTS IN PORTFOLIO ANALYSIS ENGINEERING EDUCATION, 1972, 63 (01): : 59 - &
- [40] An Algorithm for Portfolio Trades with Transaction Costs JOURNAL OF TRADING, 2011, 6 (04): : 53 - 59