Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The impact of proportional transaction costs on systematically generated
  portfolios   The effect of proportional transaction costs on systematically generated
portfolios is studied empirically. The performance of several portfolios (the
index tracking portfolio, the equally-weighted portfolio, the entropy-weighted
portfolio, and the diversity-weighted portfolio) in the presence of dividends
and transaction costs is examined under different configurations involving the
trading frequency, constituent list size, and renewing frequency. Moreover, a
method to smooth transaction costs is proposed.

4
The categories of this paper are: cond-mat
5
The categories of this paper are: gr-qc
19
The categories of this paper are: eess
21
The categories of this paper are: adap-org
35
The categories of this paper are: mtrl-th
2
The categories of this paper are: math
0
The categories of this paper are: hep-ph
14
The categories of this paper are: math-ph
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
31
The categories of this paper are: ao-sci
24
The categories of this paper are: dg-ga
23
The categories of this paper are: solv-int
22
The categories of this paper are: chao-dyn
1
The categories of this paper are: cs
9
The categories of this paper are: nlin