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"Online portfolio selection with state-dependent price estimators and ..."

Sini Guo et al. (2023)

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DOI: 10.1016/J.EJOR.2023.05.001

access: closed

type: Journal Article

metadata version: 2023-08-05

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Sini Guo, Jia-Wen Gu, Christopher H. Fok, Wai-Ki Ching:
Online portfolio selection with state-dependent price estimators and transaction costs. Eur. J. Oper. Res. 311(1): 333-353 (2023)

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