Second-order online portfolio selection strategy with transaction costs (Q5209484)
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scientific article; zbMATH DE number 7155945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Second-order online portfolio selection strategy with transaction costs |
scientific article; zbMATH DE number 7155945 |
Statements
22 January 2020
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portfolio selection
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online Newton step
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transaction costs
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Second-order online portfolio selection strategy with transaction costs (English)
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0.91146916
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0.9073844
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0.90526956
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0.8882595
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0.8646225
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0.85700154
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0.85678434
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0.8530781
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0.8484559
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