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Online portfolio selection : principles and algorithms
Li, Bin
;
Hoi, Steven C.H.
;
Hoi, Steven C.H.
-
2016
Persistent link: https://www.econbiz.de/10011451740
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Transaction cost optimization for online portfolio selection
Li, Bin
;
Wang, Jialei
;
Huang, Dingjiang
;
Hoi, Steven C.H.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1411-1424
Persistent link: https://www.econbiz.de/10011911549
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