Universal Portfolio Selection with Transaction Costs

Shan Cun LIU;Wan Hua QIU;Shou Yang WANG

Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (1) : 22-25.

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Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (1) : 22-25. DOI: 10.12011/1000-6788(2003)1-22
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Universal Portfolio Selection with Transaction Costs

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