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Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
2
A note on P- vs. Q-expected loss portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10012424588
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