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Adaptive online mean-variance portfolio selection with transaction costs
Quantitative Finance ( IF 1.3 ) Pub Date : 2024-01-30 , DOI: 10.1080/14697688.2023.2287134 Sini Guo 1 , Jia-Wen Gu 2 , Wai-Ki Ching 3, 4 , Benmeng Lyu 2, 3
Quantitative Finance ( IF 1.3 ) Pub Date : 2024-01-30 , DOI: 10.1080/14697688.2023.2287134 Sini Guo 1 , Jia-Wen Gu 2 , Wai-Ki Ching 3, 4 , Benmeng Lyu 2, 3
Affiliation
Online portfolio selection is attracting increasing attention in both artificial intelligence and finance communities due to its efficiency and practicability in deriving optimal investment strateg...
中文翻译：
具有交易成本的自适应在线均值-方差投资组合选择
在线投资组合选择因其在推导最优投资策略方面的效率和实用性而在人工智能和金融界引起越来越多的关注。
更新日期：2024-01-30
中文翻译：
具有交易成本的自适应在线均值-方差投资组合选择
在线投资组合选择因其在推导最优投资策略方面的效率和实用性而在人工智能和金融界引起越来越多的关注。
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