Pages that link to "Item:Q2242399"
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The following pages link to Adaptive online portfolio selection with transaction costs (Q2242399):
Displaying 4 items.
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
- Distributed mean reversion online portfolio strategy with stock network (Q6556114) (← links)
