Pages that link to "Item:Q2242399"
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The following pages link to Adaptive online portfolio selection with transaction costs (Q2242399):
Displaying 10 items.
- Adaptive online portfolio strategy based on exponential gradient updates (Q2125237) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- Second-order online portfolio selection strategy with transaction costs (Q5209484) (← links)
- AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (Q5247422) (← links)
- Robust and adaptive algorithms for online portfolio selection (Q5745634) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)
- Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
- Distributed mean reversion online portfolio strategy with stock network (Q6556114) (← links)