Online portfolio selection with state-dependent price estimators and transaction costs
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DOI: 10.1016/j.ejor.2023.05.001
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- Fereydooni, Ali & Barak, Sasan & Asaad Sajadi, Seyed Mehrzad, 2024. "A novel online portfolio selection approach based on pattern matching and ESG factors," Omega, Elsevier, vol. 123(C).
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Keywords
Online portfolio selection; Transaction remainder factor; Transaction costs; Risk parity; Market states;All these keywords.
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