On-line portfolio selection strategy with prediction in the presence of transaction costs
From MaRDI portal
Publication:1397004
DOI10.1007/s001860100142zbMath1059.91032OpenAlexW2084633362MaRDI QIDQ1397004
Lan-Jun Lao, Sergio A. Albeverio, Xue-Lei Zhao
Publication date: 16 July 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860100142
Related Items (4)
Universal portfolio selection strategy by aggregating online expert advice ⋮ Transaction cost optimization for online portfolio selection ⋮ Online portfolio selection with state-dependent price estimators and transaction costs ⋮ Aggregating expert advice strategy for online portfolio selection with side information
This page was built for publication: On-line portfolio selection strategy with prediction in the presence of transaction costs
