@article{onfrequencybasedoptimalportfoliowith, title = {On Frequency-Based Optimal Portfolio with Transaction Costs}, author = {Chung-Han Hsieh and Yi-Shan Wong}, year = {2023}, eprint = {2301.02754}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2301.02754v1}, }