Transaction cost optimization for online portfolio selection

by LI, Bin, WANG, Jialei, HUANG, Dingjiang, HOI, Steven C. H.
Published 2018

Transaction cost optimization for online portfolio selection

by LI, Bin, WANG, Jialei, HUANG, Dingjiang, HOI, Steven C. H.
Published 2017

Robust median reversion strategy for on-line portfolio selection

by HUANG, Dingjiang, ZHOU, Junlong, LI, Bin, HOI, Steven, ZHOU, Shuigeng
Published 2013

Semi-universal portfolios with transaction costs

by HUANG, Dingjiang, ZHU, Yan, LI, Bin, ZHOU, Shuigeng, HOI, Steven C. H.
Published 2015

Robust median reversion strategy for online portfolio selection

by HUANG, Dingjiang, ZHOU, Junlong, LI, Bin, HOI, Steven C. H., ZHOU, Shuigeng
Published 2016

Combination forecasting reversion strategy for online portfolio selection

by HUANG, Dingjiang, YU, Shunchang, LI, Bin, HOI, Steven C. H., ZHOU, Shuigeng G.
Published 2018