𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On-line portfolio selection strategy with prediction in the presence of transaction costs

✍ Scribed by Sergio Albeverio; LanJun Lao; XueLei Zhao


Publisher
Springer
Year
2001
Tongue
English
Weight
320 KB
Volume
54
Category
Article
ISSN
0340-9422

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A new optimal portfolio selection strate
✍ Hui Peng; Genshiro Kitagawa; Min Gan; Xiaohong Chen πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 170 KB

## Abstract A new optimal portfolio selection method within the Markowitz mean–variance framework is presented in this paper. The model proposed in the paper includes expected return, trading risk, and in particular, a quadratic form in the transaction costs of the portfolio. Using this model yield

Optimal execution strategy in the presen
✍ Mauricio Junca πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 686 KB

## SUMMARY We study a single risky financial asset model subject to price impact and transaction cost over an infinite horizon. An investor needs to execute a long position in the asset, affecting the price of the asset and possibly incurring a fixed transaction cost. The objective is to maximize t

Selectivity on the reaction of vinylic t
✍ Miguel J. Dabdoub; Raquel G. Jacob; JosΓ©T.B. Ferreira; VΓ’nia B. Dabdoub; Francis πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 French βš– 199 KB

The treatment of isomeric vinylic tellurides 5-7with butyllithium in THF at -78 Β°C in the presence of a carbonyl compound such as benzaldehyde or cyclohexanone was studied High selectivity of the attack at the tellurium atom was observed. In most cases, the corresponding allylic alcohol was obtained

Responses to selection on genotypic or p
✍ E. Sehested; I. L. Mao πŸ“‚ Article πŸ“… 1992 πŸ› Springer 🌐 English βš– 415 KB

Average genotypic responses were compared after selection for genotypic values and for phenotypic values on the basis of single-gene models and multigene models in simulated livestock populations. Single-gene models dealt with single gene control of the genetic differences between animals, while mul

ChemInform Abstract: Selectivity on the
✍ Miguel J. Dabdoub; Raquel G. Jacob; Jose T. B. Ferreira; Vania B. Dabdoub; Franc πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons βš– 30 KB πŸ‘ 2 views

## Abstract ChemInform is a weekly Abstracting Service, delivering concise information at a glance that was extracted from about 100 leading journals. To access a ChemInform Abstract of an article which was published elsewhere, please select a β€œFull Text” option. The original article is trackable v