Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
An Additive On-Line Portfolio Selection Algorithm - MaRDI portal

An Additive On-Line Portfolio Selection Algorithm

From MaRDI portal

Publication:4466857

Jump to:navigation, search

DOI10.1080/716067188zbMath1067.91030OpenAlexW2063731693MaRDI QIDQ4466857

Lan-Jun Lao

Publication date: 8 June 2004

Published in: Systems Analysis Modelling Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/716067188

zbMATH Keywords

simulation transaction costs active portfolio management

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Portfolio theory (91G10)

This page was built for publication: An Additive On-Line Portfolio Selection Algorithm

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4466857&oldid=18532001"