| Paper: | SS-L6.2 |
| Session: | Financial Signal Processing and Electronic Trading |
| Location: | Room 110 |
| 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, United States; Mehmet Donmez, Koc University, Turkey; Suleyman Kozat, Bilkent University, Turkey |
