Reversion strategy for online portfolio selection with transaction costs

Xingyu Yang, Huaping Li, Yong Zhang, Jin'an He. Reversion strategy for online portfolio selection with transaction costs. IJADS, 11(1):79-99, 2018. [doi]

Authors

Xingyu Yang

This author has not been identified. Look up 'Xingyu Yang' in Google

Huaping Li

This author has not been identified. Look up 'Huaping Li' in Google

Yong Zhang

This author has not been identified. Look up 'Yong Zhang' in Google

Jin'an He

This author has not been identified. Look up 'Jin'an He' in Google