Online portfolio selection with state-dependent price estimators and transaction costs
Sini Guo, Jia-Wen Gu, Christopher H. Fok, Wai-Ki Ching
| Year of publication: |
2023
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|---|---|
| Authors: | Guo, Sini ; Gu, Jia-Wen ; Fok, Christopher H. ; Ching, Wai Ki |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 311.2023, 1 (16.11.), p. 333-353
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| Subject: | Online portfolio selection | Transaction reminder factor | Transaction costs | Risk parity | Market states | Transaktionskosten | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014336479