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My ICASSP 2013 Schedule

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Paper Detail

Paper:.2
Session:Financial Signal Processing and Electronic Trading
Session Time:Thursday, May 30, 15:20 - 17:20
Presentation Time:Thursday, May 30, 15:40 - 16:00
Presentation: Lecture
Topic: Special Sessions: Financial Signal Processing and Electronic Trading
Paper Title: GROWTH OPTIMAL INVESTMENT WITH THRESHOLD REBALANCING PORTFOLIOS UNDER TRANSACTION COSTS
Authors: Sait Tunc; Georgia Institute of Technology 
 Mehmet Donmez; Koc University 
 Suleyman Kozat; Bilkent University