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]
@article{YangLZH18,
title = {Reversion strategy for online portfolio selection with transaction costs},
author = {Xingyu Yang and Huaping Li and Yong Zhang and Jin'an He},
year = {2018},
doi = {10.1504/IJADS.2018.10007603},
url = {https://doi.org/10.1504/IJADS.2018.10007603},
researchr = {https://researchr.org/publication/YangLZH18},
cites = {0},
citedby = {0},
journal = {IJADS},
volume = {11},
number = {1},
pages = {79-99},
}