Reversion strategy for online portfolio selection with...

International Journal of Applied Decision Sciences 2018 Vol. 11; Iss. 1

Reversion strategy for online portfolio selection with transaction costs

Yang, Xingyu, Li, Huaping, Zhang, Yong, Jin', N.A., He, an
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Volume:
11
Year:
2018
Language:
english
Journal:
International Journal of Applied Decision Sciences
DOI:
10.1504/IJADS.2018.088632
File:
PDF, 755 KB
english, 2018
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