Performance analysis of log-optimal portfolio strategies with transaction costs (Q2871412)
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scientific article; zbMATH DE number 6249300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance analysis of log-optimal portfolio strategies with transaction costs |
scientific article; zbMATH DE number 6249300 |
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Performance analysis of log-optimal portfolio strategies with transaction costs (English)
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23 January 2014
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agent based modelling
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portfolio optimization
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transaction costs
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multi-factor models
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learning in financial models
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performance evaluation
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