"Adaptive robust online portfolio selection."

Man Yiu Tsang, Tony Sit, Hoi Ying Wong (2025)

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DOI: 10.1016/J.EJOR.2024.09.002

access: closed

type: Journal Article

metadata version: 2024-12-22

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Man Yiu Tsang, Tony Sit, Hoi Ying Wong:
Adaptive robust online portfolio selection. Eur. J. Oper. Res. 321(1): 214-230 (2025)

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