On-line portfolio selection strategy with prediction in the presence of transaction costs
| 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 13106958. - Vol. 54.2001, 1, p. 133
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