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"Adaptive online portfolio selection with transaction costs."

Sini Guo, Jia-Wen Gu, Wai-Ki Ching (2021)

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DOI: 10.1016/J.EJOR.2021.03.023

access: closed

type: Journal Article

metadata version: 2021-09-01

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Sini Guo, Jia-Wen Gu, Wai-Ki Ching:
Adaptive online portfolio selection with transaction costs. Eur. J. Oper. Res. 295(3): 1074-1086 (2021)

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