@article{multiperiodtradingviaconvexoptimization,
  title = {Multi-Period Trading via Convex Optimization},
  author = {Stephen Boyd and Enzo Busseti and Steven Diamond and Ronald N. Kahn and Kwangmoo Koh and Peter Nystrup and Jan Speth},
  year = {2017},
  eprint = {1705.00109},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1705.00109v1},
}