{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,22]],"date-time":"2024-10-22T20:06:39Z","timestamp":1729627599751,"version":"3.28.0"},"reference-count":29,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2013,5]]},"DOI":"10.1109\/icassp.2013.6639368","type":"proceedings-article","created":{"date-parts":[[2013,10,29]],"date-time":"2013-10-29T23:19:46Z","timestamp":1383088786000},"page":"8717-8721","source":"Crossref","is-referenced-by-count":0,"title":["Growth optimal investment with threshold rebalancing portfolios under transaction costs"],"prefix":"10.1109","author":[{"given":"Sait","family":"Tunc","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Mehmet A.","family":"Donmez","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Suleyman S.","family":"Kozat","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"19","doi-asserted-by":"publisher","DOI":"10.1287\/moor.15.4.676"},{"key":"17","doi-asserted-by":"publisher","DOI":"10.1016\/j.sigpro.2010.09.007"},{"key":"18","doi-asserted-by":"crossref","DOI":"10.1002\/0471200611","author":"cover","year":"1991","journal-title":"Elements of Information Theory"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2009.2013906"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1109\/ICASSP.2008.4518882"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1145\/279943.279947"},{"key":"14","doi-asserted-by":"crossref","first-page":"293","DOI":"10.1111\/j.1467-9965.2010.00430.x","article-title":"Universal semiconstant rebalanced portfolios","volume":"21","author":"kozat","year":"2011","journal-title":"Mathematical Finance"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00058"},{"key":"12","first-page":"1498","article-title":"Swithcing portfolios","author":"singer","year":"1998","journal-title":"Proc of Conj on Uncertainty in AI"},{"key":"21","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1995.tb00071.x"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.1287\/moor.13.2.277"},{"key":"22","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(76)90018-1"},{"journal-title":"Discrete Time Growth Optimal Investment With Costs","year":"0","author":"iyengar","key":"23"},{"journal-title":"Investment Science","year":"1998","author":"luenberger","key":"24"},{"key":"25","doi-asserted-by":"publisher","DOI":"10.2307\/2975974"},{"journal-title":"Investments","year":"2004","author":"bodie","key":"26"},{"key":"27","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2013.2258339"},{"key":"28","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-642-01689-9","author":"genz","year":"2009","journal-title":"Computation of Multivariate Normal and t Probabilities"},{"key":"29","doi-asserted-by":"publisher","DOI":"10.1111\/j.0960-1627.2005.00223.x"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1109\/JSTSP.2012.2195636"},{"journal-title":"Special Issue on Signal Processing for Financial Applications","article-title":"IEEE signal processing magazine","year":"0","key":"2"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1109\/18.485708"},{"journal-title":"IEEE Journal of Selected Topics in Signal Processing","year":"0","key":"1"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.1109\/SSP.2011.5967709"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1109\/ICASSP.2010.5495255"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1109\/MSP.2011.941552"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1109\/ACSSC.2009.5469881"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1991.tb00002.x"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1109\/SSP.2011.5967731"}],"event":{"name":"ICASSP 2013 - 2013 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","start":{"date-parts":[[2013,5,26]]},"location":"Vancouver, BC, Canada","end":{"date-parts":[[2013,5,31]]}},"container-title":["2013 IEEE International Conference on Acoustics, Speech and Signal Processing"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6619549\/6637585\/06639368.pdf?arnumber=6639368","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,5,19]],"date-time":"2024-05-19T00:45:20Z","timestamp":1716079520000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6639368\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,5]]},"references-count":29,"URL":"https:\/\/doi.org\/10.1109\/icassp.2013.6639368","relation":{},"subject":[],"published":{"date-parts":[[2013,5]]}}}