A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion
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Cites work
- scientific article; zbMATH DE number 5957338 (Why is no real title available?)
- scientific article; zbMATH DE number 107482 (Why is no real title available?)
- scientific article; zbMATH DE number 2243362 (Why is no real title available?)
- 10.1162/153244303321897672
- A new portfolio selection model with interval-typed random variables and the empirical analysis
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- Universal Portfolios
- Universal portfolios with and without transaction costs.
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