Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616)
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scientific article; zbMATH DE number 7709939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Online portfolio selection with state-dependent price estimators and transaction costs |
scientific article; zbMATH DE number 7709939 |
Statements
Online portfolio selection with state-dependent price estimators and transaction costs (English)
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11 July 2023
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online portfolio selection
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transaction remainder factor
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transaction costs
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risk parity
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market states
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