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"Empirical Portfolio Selection Strategies With Proportional Transaction Costs."

László Györfi, Harro Walk (2012)

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DOI: 10.1109/TIT.2012.2205131

access: closed

type: Journal Article

metadata version: 2020-03-10

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László Györfi, Harro Walk:
Empirical Portfolio Selection Strategies With Proportional Transaction Costs. IEEE Trans. Inf. Theory 58(10): 6320-6331 (2012)

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