On-Line portfolio selection strategy with prediction in the presence of transaction costs
Sergio Albeverio; LanJun Lao; XueLei Zhao
| Year of publication: |
2001
|
|---|---|
| Authors: | Albeverio, Sergio ; Lao, LanJun ; Zhao, XueLei |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 54.2001, 1, p. 133-161
|
| Subject: | Portfolio-Management | Portfolio selection | Online-Recherche | Online search | Transaktionskosten | Transaction costs | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical methods of operations research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001628096