Distributed mean reversion online portfolio strategy with stock network
Yannan Zhong, Weijun Xu, Hongyi Li, Weiwei Zhong
| Year of publication: |
2024
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|---|---|
| Authors: | Zhong, Yannan ; Xu, Weijun ; Li, Hongyi ; Zhong, Weiwei |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 314.2024, 3 (1.5.), p. 1143-1158
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| Subject: | Distributed optimization | Mean reversion | Online portfolio | Portfolio optimization | Stock network | Portfolio-Management | Portfolio selection | Mean Reversion | Theorie | Theory | Kapitaleinkommen | Capital income | Unternehmensnetzwerk | Business network |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.11.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014456942