@article{
    growthoptimal2,
    author = "Aurell, Erik and Muratore-Ginanneschi, Paolo",
    responsibleperson = "Aurell, Erik",
    title = "Growth-Optimal Strategies with Quadratic Friction Over Finite-Time Investment Horizons",
    url = "arXiv:cond-mat/0211044",
    journal = "International Journal of Theoretical and Applied Finance",
    volume = "7",
    flags = "RAE copy",
    year = "2004",
    impactfactor = "B",
    pages = "645-657"
}