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"On-line portfolio selection strategy with prediction in the presence of ..."

Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao (2001)

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DOI: 10.1007/S001860100142

access: closed

type: Journal Article

metadata version: 2020-03-03

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Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao:
On-line portfolio selection strategy with prediction in the presence of transaction costs. Math. Methods Oper. Res. 54(1): 133-161 (2001)

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