Transaction cost optimization for online portfolio selection
From MaRDI portal
Publication:4554503
DOI10.1080/14697688.2017.1357831zbMath1400.91553OpenAlexW2746758043MaRDI QIDQ4554503
Bin Li, Ding-jiang Huang, Steven C. H. Hoi, Jialei Wang
Publication date: 14 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/sis_research/3759
Portfolio theory (91G10) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)
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Uses Software
Cites Work
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