"On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach."

Pei-Ting Wang, Chung-Han Hsieh (2022)

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DOI: 10.48550/ARXIV.2206.12148

access: open

type: Informal or Other Publication

metadata version: 2022-06-28

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  - journals/corr/abs-2206-12148
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  - https://dblp.org/rec/journals/corr/abs-2206-12148
Pei-Ting Wang, Chung-Han Hsieh:
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach. CoRR abs/2206.12148 (2022)

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