Online portfolio selection strategy of aggregating expert advice with transaction costs

YANG Xingyu, LIU Yue, YANG Xiaoguang, ZHANG Weiguo, ZHANG Yong

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (8) : 1946-1959. DOI: 10.12011/1000-6788(2018)08-1946-14

Online portfolio selection strategy of aggregating expert advice with transaction costs

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