Showing results 1 to 4 of 4
Title | Author(s) | Issue Date | |
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Adaptive online mean-variance portfolio selection with transaction costs Journal:Quantitative Finance | 19-Dec-2023 | ||
Online portfolio selection with state-dependent price estimators and transaction costs Journal:European Journal of Operational Research | 31-Jul-2023 | ||
2021 | |||
Robust online portfolio optimization with cash flows Journal:Omega | 1-Dec-2024 |