Universal switching and side information portfolios under transaction costs using factor graphs

IEEE Journal on Selected Topics in Signal Processing

Volumn 6, Issue 4, 2012, Pages 351-365

  Bean, Andrew J ^a   Singer, Andrew C ^a  

^a University of Illinois at Urbana Champaign   (United States)

Author keywords

Factor graph; portfolio; sum product; transaction costs; universal

Indexed keywords

FACTOR GRAPHS; PORTFOLIO; SUM PRODUCT; TRANSACTION COST; UNIVERSAL;

COMMUNICATION SYSTEMS; COSTS; INVESTMENTS;

ALGORITHMS;

EID: 84864121580     PISSN: 19324553     EISSN: None     Source Type: Journal    
DOI: 10.1109/JSTSP.2012.2195636     Document Type: Article

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