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"Universal Switching and Side Information Portfolios Under Transaction ..."

Andrew J. Bean, Andrew C. Singer (2012)

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DOI: 10.1109/JSTSP.2012.2195636

access: closed

type: Journal Article

metadata version: 2020-10-26

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Andrew J. Bean, Andrew C. Singer:
Universal Switching and Side Information Portfolios Under Transaction Costs Using Factor Graphs. IEEE J. Sel. Top. Signal Process. 6(4): 351-365 (2012)

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