Adaptive robust online portfolio selection (Q6982430)
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scientific article; zbMATH DE number 8042200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adaptive robust online portfolio selection |
scientific article; zbMATH DE number 8042200 |
Statements
Adaptive robust online portfolio selection (English)
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19 May 2025
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portfolio optimization
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robust optimization
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adaptive parameter selection
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transaction costs
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