Before revision:  We also discuss how to introduce various constraints on the investor's portfolio and  temporary quadratic transaction costs in both discrete and continuous time, provide Monte Carlo simulations of the previous strategies  , and describe further  extensions of our work.
After revision:  We also discuss how to introduce various constraints on the investor's portfolio and temporary quadratic transaction costs in both discrete and continuous time, provide Monte Carlo simulations of the previous strategies , and describe further possible extensions of our work.