Online portfolio selection with state-dependent price estimators and transaction costs
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Publication:6168616
DOI10.1016/j.ejor.2023.05.001MaRDI QIDQ6168616
Christopher H. Fok, Wai-Ki Ching, Jia-Wen Gu, Sini Guo
Publication date: 11 July 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
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