Adaptive online portfolio selection with transaction costs
Sini Guo, Jia-Wen Gu, Wai-Ki Ching
| Year of publication: |
2021
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|---|---|
| Authors: | Guo, Sini ; Gu, Jia-Wen ; Ching, Wai Ki |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 295.2021, 3 (16.12.), p. 1074-1086
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| Subject: | Adaptive moving average method | Decision support systems | Linear programming | Online portfolio selection | Transaction cost | Mathematische Optimierung | Mathematical programming | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | Management-Informationssystem | Management information system | Deregulierung | Deregulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.03.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622437