Empirical Portfolio Selection Strategies With Proportional Transaction Costs
From MaRDI portal
Publication:2989730
DOI10.1109/TIT.2012.2205131zbMath1366.91138MaRDI QIDQ2989730
Publication date: 8 June 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Dynamic programming (90C39) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Portfolio theory (91G10)
Related Items (3)
Conditional Lie-Bäcklund symmetry reductions and exact solutions of a class of reaction-diffusion equations ⋮ Online portfolio selection ⋮ Competitive Portfolio Selection Using Stochastic Predictions
This page was built for publication: Empirical Portfolio Selection Strategies With Proportional Transaction Costs
