Dynamic Portfolio Management with Transaction Costs

TitleDynamic Portfolio Management with Transaction Costs
Publication TypeMiscellaneous
Year of Publication2009
AuthorsSuárez, A., Moody J., & Saffell M.
Other Numbers3871

This work was partially supported by funding provided to ICSI through National Science Foundation grant IIS: 0342634 ("Risk, Reward, and Reinforcement"). Any opinions, findings, and conclusions or recommendations expressed in this material are those of the authors or originators and do not necessarily reflect the views of the National Science Foundation.

Bibliographic Notes

Multidisciplinary Symposium on Reinforcement Learning, Montreal, Canada, June 2009

Abbreviated Authors

A. Suarez, J. Moody, and M. Saffell

ICSI Research Group


ICSI Publication Type

Talk or presentation