On-line portfolio selection strategy with prediction in the presence of transaction costs
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Publication:1397004
DOI10.1007/s001860100142zbMath1059.91032MaRDI QIDQ1397004
Sergio A. Albeverio, Lan-Jun Lao, Xue-Lei Zhao
Publication date: 16 July 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860100142
91G10: Portfolio theory