Showing results 1 to 4 of 4
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Adaptive online mean-variance portfolio selection with transaction costs Journal:Quantitative Finance | 19-Dec-2023 | ||
Online portfolio selection with state-dependent price estimators and transaction costs Journal:European Journal of Operational Research | 31-Jul-2023 | ||
Robust online portfolio optimization with cash flows Journal:Omega | 1-Dec-2024 | ||
Viscosity solution for optimal liquidation problems with randomly-terminated horizon Journal:Finance Research Letters | 1-Mar-2024 |