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Transaction cost optimization for online portfolio selection - MaRDI portal

Transaction cost optimization for online portfolio selection (Q4554503)

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scientific article; zbMATH DE number 6979532
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English
Transaction cost optimization for online portfolio selection
scientific article; zbMATH DE number 6979532

    Statements

    title
    Transaction cost optimization for online portfolio selection (English)
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    author
    Bin Li
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    Jialei Wang
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    Ding-jiang Huang
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    Steven C. H. Hoi
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    publication date
    14 November 2018
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    zbMATH Keywords
    portfolio optimization
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    transaction costs
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    learning in financial models
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    investment strategy
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    describes a project that uses
    PAMR
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    CORN
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    Identifiers

    zbMATH DE Number
    6979532
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    OpenAlex ID
    W2746758043
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